Package: GAS
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.3.4.1
Authors@R: c(person("Leopoldo", "Catania", role = c("aut", "cre"),
             email = "leopoldo.catania@econ.au.dk",
             comment = c(ORCID = "0000-0002-0981-1921")),
             person("David", "Ardia", role = c("ctb"),
             email = "david.ardia.ch@gmail.com",
      			 comment = c(ORCID = "0000-0003-2823-782X")),
            person("Kris", "Boudt", role = c("ctb"),
             email = "kris.boudt@ugent.be",
             comment = c(ORCID = "0000-0002-1000-5142")))
Description: Simulate, estimate and forecast using univariate and multivariate GAS models 
  as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
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 (>= 3.4.0), methods
Suggests: testthat
NeedsCompilation: yes
Packaged: 2024-08-19 08:41:50 UTC; hornik
Repository: CRAN
Date/Publication: 2024-08-19 09:00:52 UTC
Author: Leopoldo Catania [aut, cre] (<https://orcid.org/0000-0002-0981-1921>),
  David Ardia [ctb] (<https://orcid.org/0000-0003-2823-782X>),
  Kris Boudt [ctb] (<https://orcid.org/0000-0002-1000-5142>)
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
Built: R 4.4.3; x86_64-w64-mingw32; 2025-11-01 03:24:01 UTC; windows
Archs: x64
