gets

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

CRAN Package

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 for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) doi:10.32614/RJ-2021-024.

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