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GAS - MaRDI portal

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

    Identifiers

    swMATH work ID
    17726
    0 references
    CRAN project
    GAS
    0 references
     
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