gets

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

Installation

About

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.

Citation	gets citation info
CRAN.R-project.org/package=gets
www.sucarrat.net/R/gets/
Bug report	File report

Key Metrics

Version	0.37
R	≥ 3.3.0
Published	2022-10-09 564 days ago
Needs compilation?	no
License	GPL-2
License	GPL-3
CRAN checks	gets results

Downloads

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Last 7 days	156 -43%
Last 30 days	922 -6%
Last 90 days	2.897 +12%
Last 365 days	10.834 -10%

Maintainer

Genaro Sucarrat

genaro.sucarrat@bi.no

Authors

Genaro Sucarrat	aut / cre
Felix Pretis	aut
James Reade	aut
Jonas Kurle	ctb
Moritz Schwarz	ctb

Material

NEWS
Reference manual
Package source

In Views

Econometrics
Finance

Vignettes

An introduction to the gets package
User-Specified General-to-Specific (GETS) and Indicator Saturation (ISAT) Methods

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

gets archive

Depends

R	≥ 3.3.0
zoo
parallel

Imports

methods

Suggests

lgarch
xtable
Matrix
microbenchmark

Reverse Depends

ivgets