CRAN/E | GAS

GAS

Generalized Autoregressive Score Models

Installation

About

Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) doi:10.18637/jss.v088.i06.

Citation GAS citation info
github.com/LeopoldoCatania/GAS
Bug report File report

Key Metrics

Version 0.3.4
R ≥ 3.4.0
Published 2022-02-04 805 days ago
Needs compilation? yes
License GPL-3
CRAN checks GAS results

Downloads

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Last 30 days 724 -3%
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Last 365 days 8.786 -3%

Maintainer

Maintainer

Leopoldo Catania

leopoldo.catania@econ.au.dk

Authors

Leopoldo Catania

aut / cre

David Ardia

ctb

Kris Boudt

ctb

Material

README
ChangeLog
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

GAS archive

Depends

R ≥ 3.4.0
methods

Imports

Rcpp ≥ 0.12.2
Rsolnp
MASS
xts
numDeriv
zoo
cubature

Suggests

testthat

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

BEKKs