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Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03>.
| Version: | 0.37 |
| Depends: | R (≥ 3.3.0), zoo, parallel |
| Imports: | methods |
| Suggests: | lgarch, xtable, Matrix, microbenchmark |
| Published: | 2022-10-09 |
| Author: | Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb] |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| BugReports: | https://github.com/gsucarrat/gets/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://CRAN.R-project.org/package=gets, http://www.sucarrat.net/R/gets/ |
| NeedsCompilation: | no |
| Citation: | gets citation info |
| Materials: | NEWS |
| In views: | Econometrics, Finance |
| CRAN checks: | gets results |
| Reference manual: | gets.pdf |
| Vignettes: |
An introduction to the gets package User-Specified General-to-Specific (GETS) and Indicator Saturation (ISAT) Methods |
| Package source: | gets_0.37.tar.gz |
| Windows binaries: | r-devel: gets_0.37.zip, r-release: gets_0.37.zip, r-oldrel: gets_0.37.zip |
| macOS binaries: | r-release (arm64): gets_0.37.tgz, r-oldrel (arm64): gets_0.37.tgz, r-release (x86_64): gets_0.37.tgz, r-oldrel (x86_64): gets_0.37.tgz |
| Old sources: | gets archive |
| Reverse depends: | ivgets |
| Reverse imports: | ardl.nardl, getspanel |
| Reverse suggests: | tidyfit |
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