gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods (original) (raw)
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>.
| Version: | 0.38 |
|---|---|
| Depends: | R (≥ 3.3.0), zoo, parallel |
| Imports: | methods |
| Suggests: | lgarch, xtable, Matrix, testthat |
| Published: | 2024-07-14 |
| DOI: | 10.32614/CRAN.package.gets |
| Author: | Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb] |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| BugReports: | https://github.com/gsucarrat/gets/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://CRAN.R-project.org/package=gets,http://www.sucarrat.net/R/gets/ |
| NeedsCompilation: | no |
| Citation: | gets citation info |
| Materials: | |
| In views: | Econometrics, Finance |
| CRAN checks: | gets results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=getsto link to this page.