Simulate, estimate and forecast using univariate and multivariate GAS models.
| Version: | 0.1.4 |
| Depends: | R (≥ 2.10), Rsolnp, methods, MASS, xts, numDeriv, zoo |
| Imports: | Rcpp (≥ 0.12.2) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2016-09-08 |
| Author: | Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb] |
| Maintainer: | Leopoldo Catania <leopoldo.catania at uniroma2.it> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | GAS results |
| Reference manual: | GAS.pdf |
| Vignettes: |
Add a new distribution to the GAS package Generalized Autoregressive Score Models in R: The GAS Package |
| Package source: | GAS_0.1.4.tar.gz |
| Windows binaries: | r-devel: GAS_0.1.4.zip, r-release: GAS_0.1.4.zip, r-oldrel: GAS_0.1.4.zip |
| OS X Mavericks binaries: | r-release: GAS_0.1.4.tgz, r-oldrel: GAS_0.1.4.tgz |
| Old sources: | GAS archive |
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