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Automated GeneraltoSpecific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean.
Package details 


Author  Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut] 
Maintainer  Genaro Sucarrat <[email protected]> 
License  GPL (>= 2) 
Version  0.17 
URL  https://CRAN.Rproject.org/package=gets http://www.sucarrat.net/R/gets 
Package repository  View on CRAN 
Installation 
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