Package: GAS
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.1.5
Author: Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]
Maintainer: Leopoldo Catania <leopoldo.catania@uniroma2.it>
Description: Simulate, estimate and forecast using univariate and multivariate GAS models.
License: GPL-3
LazyData: TRUE
Imports: Rcpp (>= 0.12.2)
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 2.10), Rsolnp, methods, MASS, xts, numDeriv, zoo
NeedsCompilation: yes
Packaged: 2016-11-19 11:17:43 UTC; Leopoldo
Repository: CRAN
Date/Publication: 2016-11-19 14:43:53