GAS: Generalized Autoregressive Score Models

Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2016) <https://ssrn.com/abstract=2825380>.

Version: 0.2.4
Depends: R (≥ 3.2.0), methods
Imports: Rcpp (≥ 0.12.2), Rsolnp, MASS, xts, numDeriv, zoo
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Published: 2017-07-23
Author: Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]
Maintainer: Leopoldo Catania <leopoldo.catania at uniroma2.it>
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

Downloads:

Reference manual: GAS.pdf
Vignettes: Add a new distribution to the GAS package
Generalized Autoregressive Score Models in R: The GAS Package
Package source: GAS_0.2.4.tar.gz
Windows binaries: r-devel: GAS_0.2.4.zip, r-release: GAS_0.2.4.zip, r-oldrel: GAS_0.2.4.zip
OS X El Capitan binaries: r-release: GAS_0.2.4.tgz
OS X Mavericks binaries: r-oldrel: GAS_0.2.4.tgz
Old sources: GAS archive

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