General-to-Specific (GETS) modelling of the mean and variance of a regression. NOTE: The package has been succeeded by gets, also available on the CRAN, which is more user-friendly, faster and easier to extend. Users are therefore encouraged to consider gets instead.

Documentation

Manual: AutoSEARCH.pdf
Vignette: None available.

Maintainer: Genaro Sucarrat <genaro.sucarrat at bi.no>

Author(s): Genaro Sucarrat

Install package and any missing dependencies by running this line in your R console:

install.packages("AutoSEARCH")

Depends R (>= 2.4.1), zoo, lgarch
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Package AutoSEARCH
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Version 1.5
Published 2015-03-27
License GPL-2
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NeedsCompilation no
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CRAN checks AutoSEARCH check results
Package source AutoSEARCH_1.5.tar.gz