gets

General-to-Specific (GETS) Modelling and Indicator Saturation Methods

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.

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Description file content

Package
gets
Type
Package
Title
General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Version
0.19
Date
2019-07-10
Author
Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]
Maintainer
Genaro Sucarrat
Description
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.
License
GPL (>= 2)
Depends
R (>= 3.3.0), zoo, parallel
Suggests
lgarch, xtable
BugReports
https://github.com/gsucarrat/gets
URL
NeedsCompilation
no
Packaged
2019-07-10 14:45:25 UTC; sucarrat
Repository
CRAN
Date/Publication
2019-07-10 15:10:03 UTC

install.packages('gets')

0.19

7 days ago

https://CRAN.R-project.org/package=gets

Genaro Sucarrat

GPL (>= 2)

Depends on

R (>= 3.3.0), zoo, parallel

Suggests

lgarch, xtable

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