GAS (0.2.1)

0 users

Generalized Autoregressive Score Models.

https://github.com/LeopoldoCatania/GAS
http://cran.r-project.org/web/packages/GAS

Simulate, estimate and forecast using univariate and multivariate GAS models.

Maintainer: Leopoldo Catania
Author(s): Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]

License: GPL-3

Uses: MASS, numDeriv, Rcpp, Rsolnp, xts, zoo, testthat

Released 15 days ago.


10 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of GAS yet. Want to be the first? Write one now.


Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fArma, fGarch, fNonlinear, fame, fracdiff, fractal(20 best matches, based on common tags.)


Search for GAS on google, google scholar, r-help, r-devel.

Visit GAS on R Graphical Manual.