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.

Version: 0.14
Depends: R (≥ 3.3.0), zoo, parallel
Suggests: lgarch, xtable
Published: 2018-01-07
Author: Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]
Maintainer: Genaro Sucarrat <genaro.sucarrat at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
In views: Econometrics, Finance
CRAN checks: gets results


Reference manual: gets.pdf
Package source: gets_0.14.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: gets_0.14.tgz
OS X Mavericks binaries: r-oldrel: gets_0.14.tgz
Old sources: gets archive


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