Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
| Version: | 0.3.0 |
| Depends: | R (≥ 3.2.0), methods |
| Imports: | Rcpp (≥ 0.12.2), Rsolnp, MASS, xts, numDeriv, zoo, cubature |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat |
| Published: | 2019-01-25 |
| Author: | Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb] |
| Maintainer: | Leopoldo Catania <leopoldo.catania at econ.au.dk> |
| BugReports: | https://github.com/LeopoldoCatania/GAS/issues |
| License: | GPL-3 |
| URL: | https://github.com/LeopoldoCatania/GAS |
| NeedsCompilation: | yes |
| Citation: | GAS citation info |
| Materials: | README ChangeLog |
| In views: | TimeSeries |
| CRAN checks: | GAS results |
| Reference manual: | GAS.pdf |
| Package source: | GAS_0.3.0.tar.gz |
| Windows binaries: | r-devel: GAS_0.3.0.zip, r-release: GAS_0.3.0.zip, r-oldrel: GAS_0.3.0.zip |
| OS X binaries: | r-release: GAS_0.3.0.tgz, r-oldrel: GAS_0.3.0.tgz |
| Old sources: | GAS archive |
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