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 [aut, cre], David Ardia [ctb], Kris Boudt [ctb] 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 Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=GAS to link to this page.
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