GAS (0.1.5)

Generalized Autoregressive Score Models.

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

Released about 3 years ago.