CRAN/E | gets

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 2022-10-09 162 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks gets results

Downloads

Last 24 hours 14 -79%
Last 7 days 361 +16%
Last 30 days 1.208 +29%
Last 90 days 2.832 +5%
Last 365 days 12.321 -8%

Maintainer

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