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[issues need fixing before 2025-12-19] |