Files in aadegboyega/GASModel-Extensions
Generalized Autoregressive Score Models

.Rbuildignore

.gitattributes

.gitignore

ChangeLog

DESCRIPTION

GAS-0.2.5.Rproj

GAS-master.Rproj

GAS.Rproj

NAMESPACE

Python_Demo_Abiola_4.mp4

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

Teaching_Sample_AAdegboyega.mp4

data/Goals.rda

data/StockIndices.rda

data/cpichg.rda

data/dji30ret.rda

data/sp500ret.rda

data/sp500rv.rda

data/tqdata.rda

data/usunp.rda

ieee.conf.2025.full.paper.v2.0.pdf

inst/CITATION

inst/ExtensionTests/run_Estimate.R inst/ExtensionTests/run_Forecast.R inst/ExtensionTests/run_InformationMatrix.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/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/Density.o

src/DistWrap.cpp

src/DistWrap.h

src/DistWrap.o

src/Filters.cpp

src/Filters.o

src/Forecast.cpp

src/Forecast.o

src/GAS.dll

src/GASInnovation.cpp

src/GASInnovation.h

src/GASInnovation.o

src/IMWrap.cpp

src/IMWrap.h

src/IMWrap.o

src/Makevars

src/Makevars.win

src/Mapping.cpp

src/Mapping.h

src/Mapping.o

src/Moments.cpp

src/Moments.o

src/Optimiser.cpp

src/Optimiser.o

src/PIT.cpp

src/PIT.o

src/Quantiles.cpp

src/Quantiles.o

src/RcppExports.cpp

src/RcppExports.o

src/SafeFun.cpp

src/SafeFun.h

src/SafeFun.o

src/ScoreWrap.cpp

src/ScoreWrap.h

src/ScoreWrap.o

src/Simulate.cpp

src/Simulate.o

src/Utils.cpp

src/Utils.h

src/Utils.o

src/Weibull.cpp

src/Weibull.o

src/ald.cpp

src/ald.h

src/ald.o

src/ast.cpp

src/ast.h

src/ast.o

src/ber.cpp

src/ber.h

src/ber.o

src/beta.cpp

src/beta.h

src/beta.o

src/crps.cpp

src/crps.o

src/exp.cpp

src/exp.h

src/exp.o

src/gamma.cpp

src/gamma.h

src/gamma.o

src/ghskt.cpp

src/ghskt.h

src/ghskt.o

src/gumbel.cpp

src/gumbel.h

src/gumbel.o

src/lnorm.cpp

src/lnorm.h

src/lnorm.o

src/mvnorm.cpp

src/mvnorm.h

src/mvnorm.o

src/mvt.cpp

src/mvt.h

src/mvt.o

src/negbin.cpp

src/negbin.h

src/negbin.o

src/norm.cpp

src/norm.h

src/norm.o

src/poi.cpp

src/poi.h

src/poi.o

src/skellam.cpp

src/skellam.h

src/skellam.o

src/snorm.cpp

src/snorm.h

src/snorm.o

src/snorm2.cpp

src/snorm2.o

src/sstd.cpp

src/sstd.h

src/sstd.o

src/std.cpp

src/std.h

src/std.o

src/weibull.h

tests/testthat.R tests/testthat/test_Simulate.R

vignettes/AddNewDistribution.Rnw

vignettes/GAS_vignette_0.2.4.Rnw

aadegboyega/GASModel-Extensions documentation built on Jan. 17, 2025, 3:40 a.m.

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aadegboyega/GASModel-Extensions
Generalized Autoregressive Score Models

Files in aadegboyega/GASModel-Extensions
Generalized Autoregressive Score Models

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aadegboyega/GASModel-Extensions Generalized Autoregressive Score Models

Files in aadegboyega/GASModel-Extensions Generalized Autoregressive Score Models

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aadegboyega/GASModel-Extensions
Generalized Autoregressive Score Models

Files in aadegboyega/GASModel-Extensions
Generalized Autoregressive Score Models