r-gets 0.38
Propagated dependencies: r-zoo@1.8-12
Channel: guix-cran
Home page: https://CRAN.R-project.org/package=gets
Licenses: GPL 2+
Synopsis: General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Description:
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>.
Total results: 3