GAS
Generalized Autoregressive Score Models
Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) doi:10.18637/jss.v088.i06.
- Version0.3.4.1
- R version≥ 3.4.0 methods
- LicenseGPL-3
- Needs compilation?Yes
- GAS citation info
- Last release08/19/2024
Documentation
Team
Leopoldo Catania
David Ardia
Show author detailsRolesContributorKris Boudt
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- Imports7 packages
- Suggests1 package
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