r-gas 0.3.4.1
Propagated dependencies: r-zoo@1.8-12 r-xts@0.14.1 r-rsolnp@1.16 r-rcpparmadillo@14.0.2-1 r-rcpp@1.0.13-1 r-numderiv@2016.8-1.1 r-mass@7.3-61 r-cubature@2.1.1
Channel: guix-cran
Home page: https://github.com/LeopoldoCatania/GAS
Licenses: GPL 3
Synopsis: Generalized Autoregressive Score Models
Description:
Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
Total results: 10