CRAN

GAS 0.3.0

Generalized Autoregressive Score Models

Released Jan 25, 2019 by Leopoldo Catania

This package can be loaded by Renjin but 4 out 10 tests failed.

Dependencies

xts 0.11-2 numDeriv 2016.8-1 Rsolnp 1.16 MASS 7.3-51.1 Rcpp RcppArmadillo 0.9.200.7.0 zoo 1.8-3 cubature 2.0.3

Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>GAS</artifactId>
    <version>0.3.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:GAS')

Test Results

This package was last tested against Renjin 0.9.2719 on Jan 27, 2019.

Source

R
C
C++

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Release History