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>.

Package details

AuthorGenaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb]
MaintainerGenaro Sucarrat <genaro.sucarrat@bi.no>
LicenseGPL (>= 2)
Version0.37
URL https://CRAN.R-project.org/package=gets http://www.sucarrat.net/R/gets/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gets")

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gets documentation built on Oct. 10, 2022, 1:06 a.m.