Files in LeopoldoCatania/GAS
Generalized Autoregressive Score Models

.Rbuildignore
.gitignore
ChangeLog
DESCRIPTION
GAS.Rproj
NAMESPACE
R/BackTest.R R/ClassMethods.R R/ConfidenceBands.R R/DistWrapper.R R/Distributions.R R/Estimate.R R/Extractors.R R/Figures.R R/Forecast.R R/GASspec.R R/Inference.R R/Likelihood.R R/OptimiserWrapper.R R/ParNames.R R/ParameterConstraints.R R/ParameterTransformation.R R/RcppExports.R R/Simulate.R R/StartingValues.R R/Testing.R R/Utils.R README.md
data/Goals.rda
data/StockIndices.rda
data/cpichg.rda
data/dji30ret.rda
data/sp500ret.rda
data/sp500rv.rda
data/tqdata.rda
data/usunp.rda
inst/CITATION
inst/ExtensionTests/run_Estimate.R inst/ExtensionTests/run_Forecast.R inst/ExtensionTests/run_Score.R inst/ExtensionTests/run_Simulate.R inst/ExtensionTests/run_TestThat.R
inst/doc/Linux/Table1.txt
inst/doc/Linux/Table3.txt
inst/doc/Linux/mGARCH.txt
inst/doc/Linux/mGAS.txt
inst/doc/Linux/sink_PART_II_R3.4.1_linux-gnu.txt
inst/doc/Linux/sink_PART_I_R3.4.1_linux-gnu.txt
inst/doc/Mac/Table1.txt
inst/doc/Mac/Table3.txt
inst/doc/Mac/mGARCH.txt
inst/doc/Mac/mGAS.txt
inst/doc/Mac/sink_PART_II_R3.4.1_darwin16.6.0.txt
inst/doc/Mac/sink_PART_I_R3.4.1_darwin16.6.0.txt
inst/doc/Windows/Table1.txt
inst/doc/Windows/Table3.txt
inst/doc/Windows/mGARCH.txt
inst/doc/Windows/mGAS.txt
inst/doc/Windows/sink_PART_II_R3.4.1_mingw32.txt
inst/doc/Windows/sink_PART_I_R3.4.1_mingw32.txt
man/BacktestDensity.Rd man/BacktestVaR.Rd man/Bounds.Rd man/ConfidenceBands.Rd man/DistInfo.Rd man/Distributions.Rd man/FZLoss.Rd man/GAS-package.Rd man/Goals.Rd man/MultiGASFit.Rd man/MultiGASFor.Rd man/MultiGASRoll.Rd man/MultiGASSim.Rd man/MultiGASSpec.Rd man/MultiMapParameters.Rd man/MultiUnmapParameters.Rd man/PIT_test.Rd man/StockIndices.Rd man/UniGASFit.Rd man/UniGASFor.Rd man/UniGASRoll.Rd man/UniGASSim.Rd man/UniGASSpec.Rd man/UniMapParameters.Rd man/UniUnmapParameters.Rd man/cpichg.Rd man/dji30ret.Rd man/fn.optim.Rd man/fn.solnp.Rd man/mGASFit-class.Rd man/mGASFor-class.Rd man/mGASRoll-class.Rd man/mGASSim-class.Rd man/mGASSpec-class.Rd man/method-plot.Rd man/sp500ret.Rd man/sp500rv.Rd man/tqdata.Rd man/uGASFit-class.Rd man/uGASFor-class.Rd man/uGASRoll-class.Rd man/uGASSim-class.Rd man/uGASSpec-class.Rd man/usunp.Rd
src/Density.cpp
src/DistWrap.cpp
src/DistWrap.h
src/Filters.cpp
src/Forecast.cpp
src/GASInnovation.cpp
src/GASInnovation.h
src/IMWrap.cpp
src/IMWrap.h
src/Makevars
src/Makevars.win
src/Mapping.cpp
src/Mapping.h
src/Moments.cpp
src/Optimiser.cpp
src/PIT.cpp
src/Quantiles.cpp
src/RcppExports.cpp
src/SafeFun.cpp
src/SafeFun.h
src/ScoreWrap.cpp
src/ScoreWrap.h
src/Simulate.cpp
src/Utils.cpp
src/Utils.h
src/ald.cpp
src/ald.h
src/ast.cpp
src/ast.h
src/ber.cpp
src/ber.h
src/beta.cpp
src/beta.h
src/crps.cpp
src/exp.cpp
src/exp.h
src/gamma.cpp
src/gamma.h
src/ghskt.cpp
src/ghskt.h
src/mvnorm.cpp
src/mvnorm.h
src/mvt.cpp
src/mvt.h
src/negbin.cpp
src/negbin.h
src/norm.cpp
src/norm.h
src/poi.cpp
src/poi.h
src/skellam.cpp
src/skellam.h
src/snorm.cpp
src/snorm.h
src/snorm2.cpp
src/sstd.cpp
src/sstd.h
src/std.cpp
src/std.h
tests/testthat.R tests/testthat/test_Simulate.R
vignettes/AddNewDistribution.Rnw
vignettes/Figure1.pdf
vignettes/GAS_vignette_0.2.5.Rnw
LeopoldoCatania/GAS documentation built on May 24, 2018, 1:35 a.m.