Package: GAS
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.2.9
Author: Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
Description: Simulate, estimate and forecast using univariate and multivariate GAS models 
  as described in Ardia et al. (2016) <https://ssrn.com/abstract=2825380>.
License: GPL-3
BugReports: https://github.com/LeopoldoCatania/GAS/issues
URL: https://github.com/LeopoldoCatania/GAS
LazyData: TRUE
Imports: Rcpp (>= 0.12.2), Rsolnp, MASS, xts, numDeriv, zoo, cubature
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.2.0), methods
Suggests: testthat
NeedsCompilation: yes
Packaged: 2018-09-18 07:48:53 UTC; Leopoldo
Repository: CRAN
Date/Publication: 2018-09-18 09:00:07 UTC