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>.
Version: | 0.35 |
Depends: | R (≥ 3.3.0), zoo, parallel |
Suggests: | lgarch, xtable, Matrix, microbenchmark |
Published: | 2022-03-22 |
Author: | Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb] |
Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
BugReports: | https://github.com/gsucarrat/gets/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://CRAN.R-project.org/package=gets, http://www.sucarrat.net/R/gets/ |
NeedsCompilation: | no |
Citation: | gets citation info |
Materials: | NEWS |
In views: | Econometrics, Finance |
CRAN checks: | gets results |
Reference manual: | gets.pdf |
Vignettes: |
An introduction to the gets package User-Specified General-to-Specific (GETS) and Indicator Saturation (ISAT) Methods |
Package source: | gets_0.35.tar.gz |
Windows binaries: | r-devel: gets_0.35.zip, r-release: gets_0.35.zip, r-oldrel: gets_0.35.zip |
macOS binaries: | r-release (arm64): gets_0.29.tgz, r-oldrel (arm64): gets_0.35.tgz, r-release (x86_64): gets_0.35.tgz, r-oldrel (x86_64): gets_0.35.tgz |
Old sources: | gets archive |
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