GAS: Generalized Autoregressive Score Models
Version 0.2.4

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 publication2017-07-23 20:03:04 UTC
MaintainerLeopoldo Catania <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the GAS package in your browser

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

GAS documentation built on July 24, 2017, 1:03 a.m.