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gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03> for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) <doi:10.32614/RJ-2021-024>.
Getting started
Browse package contents
Package details |
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| Author | Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb] |
| Maintainer | Genaro Sucarrat <genaro.sucarrat@bi.no> |
| License | GPL (>= 2) |
| Version | 0.38 |
| URL | https://CRAN.R-project.org/package=gets http://www.sucarrat.net/R/gets/ |
| Package repository | View on CRAN |
| Installation |
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