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.

Package details

AuthorGenaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]
MaintainerGenaro Sucarrat <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gets documentation built on Jan. 8, 2019, 9:04 a.m.