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Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
Version: | 0.3.4.1 |
Depends: | R (≥ 3.4.0), methods |
Imports: | Rcpp (≥ 0.12.2), Rsolnp, MASS, xts, numDeriv, zoo, cubature |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | testthat |
Published: | 2024-08-19 |
DOI: | 10.32614/CRAN.package.GAS |
Author: | Leopoldo Catania |
Maintainer: | Leopoldo Catania <leopoldo.catania at econ.au.dk> |
BugReports: | https://github.com/LeopoldoCatania/GAS/issues |
License: | GPL-3 |
URL: | https://github.com/LeopoldoCatania/GAS |
NeedsCompilation: | yes |
Citation: | GAS citation info |
Materials: | README ChangeLog |
In views: | TimeSeries |
CRAN checks: | GAS results |
Reference manual: | GAS.pdf |
Package source: | GAS_0.3.4.1.tar.gz |
Windows binaries: | r-devel: GAS_0.3.4.1.zip, r-release: GAS_0.3.4.1.zip, r-oldrel: GAS_0.3.4.1.zip |
macOS binaries: | r-release (arm64): GAS_0.3.4.1.tgz, r-oldrel (arm64): GAS_0.3.4.1.tgz, r-release (x86_64): GAS_0.3.4.1.tgz, r-oldrel (x86_64): GAS_0.3.4.1.tgz |
Old sources: | GAS archive |
Reverse imports: | BEKKs |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.