| BacktestDensity | Backtest a series of one-step ahead density predictions. |
| BacktestVaR | Backtest Value at Risk (VaR) |
| Bounds | Numerical bounds imposed in parameters transformation. |
| ConfidenceBands | Build confidence bands for the filtered parameters |
| cpichg | Data: Quarterly logarithmic change in percentage points of... |
| DistInfo | Information for the supported distributions |
| Distributions | Distributions of the GAS package |
| dji30ret | data: Dow Jones 30 Constituents Closing Value Log Return in... |
| fn.optim | A wrapper to the optim function. |
| fn.solnp | A wrapper to the solnp function of the 'Rsolnp' package of... |
| FZLoss | Fissler and Ziegel (2016) (FZ) joint loss function for Value... |
| GAS-package | Generalized Autoregressive Score models in R |
| Goals | data: Goals scored by England against Scotland in... |
| method-plot | Plot output from an object of the from the GAS package. |
| mGASFit-class | Class for the Multivariate GAS fitted object |
| mGASFor-class | Class for the Multivariate GAS Forecast object |
| mGASRoll-class | Class for the Multivariate GAS Rolling object |
| mGASSim-class | Class for Multivariate GAS Simulation |
| mGASSpec-class | Class for the Multivariate GAS model specification |
| MultiGASFit | Estimate multivariate GAS models |
| MultiGASFor | Forecast with multivariate GAS models |
| MultiGASRoll | Rolling forecast with multivariate GAS models |
| MultiGASSim | Simulate multivariate GAS processes |
| MultiGASSpec | Multivariate GAS specification |
| MultiMapParameters | Mapping function for univariate distributions |
| MultiUnmapParameters | Inverse of MultiMapParameters |
| PIT_test | Goodness of fit for conditional densities |
| sp500ret | Data: Daily logarithmic returns in percentage points of the... |
| sp500rv | Data: SP500 Daily 5 minutes Realized Volatility from... |
| StockIndices | Data: Daily logarithmic returns in percentage points of the... |
| tqdata | Data from Bien et al (2011). |
| uGASFit-class | Class for the univariate GAS fitted object |
| uGASFor-class | Class for the univariate GAS forecast object |
| uGASRoll-class | Class for the univariate GAS rolling object |
| uGASSim-class | Class for Univariate GAS Simulation |
| uGASSpec-class | Class for the univariate GAS model specification |
| UniGASFit | Estimate univariate GAS models |
| UniGASFor | Forecast with univariate GAS models |
| UniGASRoll | Rolling forecast with univariate GAS models |
| UniGASSim | Simulate Univariate GAS processes |
| UniGASSpec | Univariate GAS specification |
| UniMapParameters | Mapping function for univariate distributions |
| UniUnmapParameters | Unmapping function for univariate distributions, i.e. inverse... |
| usunp | US Monthly Civilian Unemployment Rate (UNRATE) from... |
