mGASFit-class: Class for the Multivariate GAS fitted object

Description Objects from the Class Slots Methods Author(s)


Class for the multivariate GAS fitted object.

Objects from the Class

A virtual Class: No objects may be created from it.



Object of class list. Contains the user's data.


Object of class list. Contains: lParList list of estimated parameters, optimiser object delivered from the optimization function, StaticFit ML estimates for the constant model, Inference inferential results for the estimated parameters.


Object of class list. Contains: the series of filtered dynamic (GASDyn$mTheta) for the time–varying parameters, the series of scaled scores (GASDyn$mInnovation), the series of unrestricted filtered parameters (GASDyn$mTheta_tilde), the series of log densities (GASDyn$vLLK), the log likelihood evaluated at its optimum value (GASDyn$dLLK)


Object of class list. Contains information about the GAS specification:

  • Spec Object of the class uGASSpec containing the GAS specification.

  • iT numeric Number of observation.

  • elapsedTime Numeric elapsed time in seconds.



Leopoldo Catania

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