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)
Version0.16
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 Aug. 28, 2018, 5:04 p.m.