Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2016) .

Maintainer: Leopoldo Catania <leopoldo.catania at uniroma2.it>

Author(s): Leopoldo Catania*, Kris Boudt*, David Ardia*

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

install.packages("GAS")

Depends R (>= 3.2.0), methods
Imports Rcpp(>=0.12.2), Rsolnp, MASS, xts, numDeriv, zoo
Suggests testthat
Enhances
Linking to Rcpp, RcppArmadillo
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package GAS
Materials
URL https://github.com/LeopoldoCatania/GAS
Task Views TimeSeries
Version 0.2.4
Published 2017-07-23
License GPL-3
BugReports https://github.com/LeopoldoCatania/GAS/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks GAS check results
Package source GAS_0.2.4.tar.gz