Files in GAS

Generalized Autoregressive Score Models

MD5

ChangeLog

README.md

NAMESPACE

DESCRIPTION

R/RcppExports.R R/Simulate.R R/Utils.R R/ParNames.R R/Estimate.R R/ClassMethods.R R/StartingValues.R R/Distributions.R R/DistWrapper.R R/BackTest.R R/Extractors.R R/ConfidenceBands.R R/Testing.R R/GASspec.R R/OptimiserWrapper.R R/Figures.R R/ParameterTransformation.R R/Inference.R R/ParameterConstraints.R R/Likelihood.R R/Forecast.R

src/Makevars.win

src/Makevars

src/SafeFun.h

src/sstd.cpp

src/Forecast.cpp

src/IMWrap.h

src/snorm2.cpp

src/IMWrap.cpp

src/RcppExports.cpp

src/Utils.cpp

src/norm.cpp

src/DistWrap.h

src/beta.cpp

src/ald.cpp

src/skellam.cpp

src/mvt.h

src/norm.h

src/snorm.cpp

src/PIT.cpp

src/mvt.cpp

src/ScoreWrap.cpp

src/mvnorm.cpp

src/Mapping.h

src/std.h

src/ast.cpp

src/DistWrap.cpp

src/Density.cpp

src/ber.h

src/snorm.h

src/gamma.h

src/negbin.h

src/ald.h

src/poi.h

src/Simulate.cpp

src/Utils.h

src/skellam.h

src/Optimiser.cpp

src/ScoreWrap.h

src/mvnorm.h

src/exp.h

src/ber.cpp

src/gamma.cpp

src/crps.cpp

src/GASInnovation.cpp

src/beta.h

src/SafeFun.cpp

src/Moments.cpp

src/std.cpp

src/ast.h

src/sstd.h

src/Filters.cpp

src/Quantiles.cpp

src/poi.cpp

src/negbin.cpp

src/ghskt.h

src/GASInnovation.h

src/exp.cpp

src/ghskt.cpp

src/Mapping.cpp

inst/CITATION

inst/ExtensionTests/run_Forecast.R inst/ExtensionTests/run_Score.R inst/ExtensionTests/run_TestThat.R inst/ExtensionTests/run_Simulate.R inst/ExtensionTests/run_Estimate.R

build/partial.rdb

tests/testthat.R tests/testthat/test_Simulate.R

data/dji30ret.rda

data/cpichg.rda

data/usunp.rda

data/Goals.rda

data/tqdata.rda

data/sp500rv.rda

data/sp500ret.rda

data/StockIndices.rda

man/MultiUnmapParameters.Rd man/UniGASRoll.Rd man/DistInfo.Rd man/fn.solnp.Rd man/fn.optim.Rd man/GAS-package.Rd man/FZLoss.Rd man/MultiGASRoll.Rd man/mGASSim-class.Rd man/ConfidenceBands.Rd man/uGASSim-class.Rd man/mGASFit-class.Rd man/UniGASFit.Rd man/UniMapParameters.Rd man/MultiGASFit.Rd man/dji30ret.Rd man/PIT_test.Rd man/mGASSpec-class.Rd man/BacktestVaR.Rd man/mGASRoll-class.Rd man/Bounds.Rd man/method-plot.Rd man/sp500rv.Rd man/MultiGASSpec.Rd man/BacktestDensity.Rd man/usunp.Rd man/MultiGASFor.Rd man/tqdata.Rd man/uGASSpec-class.Rd man/uGASFit-class.Rd man/cpichg.Rd man/mGASFor-class.Rd man/sp500ret.Rd man/MultiMapParameters.Rd man/UniGASFor.Rd man/MultiGASSim.Rd man/UniUnmapParameters.Rd man/Goals.Rd man/UniGASSim.Rd man/StockIndices.Rd man/UniGASSpec.Rd man/uGASFor-class.Rd man/Distributions.Rd man/uGASRoll-class.Rd

GAS documentation built on Feb. 4, 2022, 5:12 p.m.