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]>
Package repositoryView on CRAN
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GAS documentation built on Dec. 23, 2017, 5:16 p.m.