gets: 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, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03>.

Version: 0.27
Depends: R (≥ 3.3.0), zoo, parallel
Suggests: lgarch, xtable, Matrix, microbenchmark
Published: 2021-02-21
Author: Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb]
Maintainer: Genaro Sucarrat <genaro.sucarrat at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: gets citation info
Materials: NEWS
In views: Econometrics, Finance
CRAN checks: gets results


Reference manual: gets.pdf
Vignettes: An introduction to the gets package
Package source: gets_0.27.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): gets_0.27.tgz, r-release (x86_64): gets_0.27.tgz, r-oldrel: gets_0.27.tgz
Old sources: gets archive


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