GAS (0.1.9)

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 almost 3 years ago.