gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

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.

Version: 0.12
Depends: R (≥ 3.3.0), zoo
Suggests: lgarch, xtable
Published: 2017-02-18
Author: Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]
Maintainer: Genaro Sucarrat <genaro.sucarrat at bi.no>
BugReports: http://stackoverflow.com/questions/tagged/r
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
Materials: NEWS
In views: Econometrics, Finance
CRAN checks: gets results

Downloads:

Reference manual: gets.pdf
Package source: gets_0.12.tar.gz
Windows binaries: r-devel: gets_0.12.zip, r-release: gets_0.12.zip, r-oldrel: gets_0.12.zip
OS X El Capitan binaries: r-release: gets_0.12.tgz
OS X Mavericks binaries: r-oldrel: gets_0.12.tgz
Old sources: gets archive

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