GAS (Q29579)

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Generalized Autoregressive Score Models
Language Label Description Also known as
English
GAS
Generalized Autoregressive Score Models

    Statements

    instance of
    R package
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    last update
    4 February 2022
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    software version identifier
    0.3.4
    publication date
    4 February 2022
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    author
    Leopoldo Catania
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    depends on software
    methods
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    R
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    imports
    MASS
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    cubature
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    Rcpp
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    Rsolnp
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    xts
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    numDeriv
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    zoo
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    programmed in
    R
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    Identifiers

    swMATH work ID
    17726
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    CRAN project
    GAS
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