Package: gets
Type: Package
Title: General-to-Specific (GETS) Modelling and Indicator Saturation
        Methods
Version: 0.38
Date: 2024-07-11
Author: Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb]
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
Description: Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03> for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) <doi:10.32614/RJ-2021-024>.
License: GPL (>= 2)
Depends: R (>= 3.3.0), zoo, parallel
Imports: methods
Suggests: lgarch, xtable, Matrix, testthat
BugReports: https://github.com/gsucarrat/gets/issues
URL: https://CRAN.R-project.org/package=gets,
        http://www.sucarrat.net/R/gets/
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2024-07-11 18:39:43 UTC; sucarrat
Repository: CRAN
Date/Publication: 2024-07-14 07:20:06 UTC
Built: R 4.7.0; ; 2026-05-29 02:44:42 UTC; windows
