GAS: Generalized Autoregressive Score Models
Version 0.2.6

Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2016) .

Package details

AuthorLeopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]
Date of publication2017-12-20 13:42:07 UTC
MaintainerLeopoldo Catania <[email protected]>
LicenseGPL-3
Version0.2.6
URL https://github.com/LeopoldoCatania/GAS
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GAS")

Try the GAS package in your browser

Any scripts or data that you put into this service are public.

GAS documentation built on Dec. 23, 2017, 5:16 p.m.