GAS (0.3.0)

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Generalized Autoregressive Score Models.

Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) .

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

License: GPL-3

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

Released about 1 year ago.

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