Revision d3eaff74a04fc81eb410a4e8846da7f96035c95f authored by Leopoldo Catania on 17 November 2017, 07:41:33 UTC, committed by cran-robot on 17 November 2017, 07:41:33 UTC
1 parent d470fb9
DESCRIPTION
Package: GAS
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.2.5
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
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.2.0), methods
Suggests: testthat
NeedsCompilation: yes
Packaged: 2017-11-16 17:02:29 UTC; leopo
Repository: CRAN
Date/Publication: 2017-11-17 08:41:33 UTC
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