gets (0.20)

General-to-Specific (GETS) Modelling and Indicator Saturation Methods.

Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean.

Maintainer: Genaro Sucarrat
Author(s): Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]

License: GPL (>= 2)

Uses: zoo, xtable, lgarch
Reverse depends: AutoSEARCH

Released about 1 month ago.