GAS (0.3.0)
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 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 11 months ago.
17 previous versions
- GAS_0.2.9. Released about 1 year ago.
- GAS_0.2.8. Released over 1 year ago.
- GAS_0.2.6. Released almost 2 years ago.
- GAS_0.2.5. Released about 2 years ago.
- GAS_0.2.4. Released over 2 years ago.
- GAS_0.2.3. Released over 2 years ago.
- GAS_0.2.1. Released over 2 years ago.
- GAS_0.2.0. Released over 2 years ago.
- GAS_0.1.9. Released over 2 years ago.
- GAS_0.1.8. Released over 2 years ago.
- GAS_0.1.7. Released over 2 years ago.
- GAS_0.1.6. Released over 2 years ago.
- GAS_0.1.5. Released about 3 years ago.
- GAS_0.1.4. Released over 3 years ago.
- GAS_0.1.3. Released over 3 years ago.
- GAS_0.1.2. Released over 3 years ago.
- GAS_0.1.1. Released over 3 years ago.
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