GAS: Generalized Autoregressive Score Models
Version 0.2.5

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 publication2017-11-17 08:41:33 UTC
MaintainerLeopoldo Catania <[email protected]>
Package repositoryView on CRAN
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GAS documentation built on Nov. 18, 2017, 4:14 a.m.