gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

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>.

Version:	0.38
Depends:	R (≥ 3.3.0), zoo, parallel
Imports:	methods
Suggests:	lgarch, xtable, Matrix, testthat
Published:	2024-07-14
DOI:	10.32614/CRAN.package.gets
Author:	Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb]
Maintainer:	Genaro Sucarrat <genaro.sucarrat at bi.no>
BugReports:	https://github.com/gsucarrat/gets/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://CRAN.R-project.org/package=gets, http://www.sucarrat.net/R/gets/
NeedsCompilation:	no
Citation:	gets citation info
Materials:	NEWS
In views:	Econometrics, Finance
CRAN checks:	gets results

Documentation:

Reference manual:	gets.html , gets.pdf
Vignettes:	An introduction to the gets package (source) User-Specified General-to-Specific (GETS) and Indicator Saturation (ISAT) Methods (source)

Downloads:

Package source:	gets_0.38.tar.gz
Windows binaries:	r-devel: gets_0.38.zip, r-release: gets_0.38.zip, r-oldrel: gets_0.38.zip
macOS binaries:	r-release (arm64): gets_0.38.tgz, r-oldrel (arm64): gets_0.38.tgz, r-release (x86_64): gets_0.38.tgz, r-oldrel (x86_64): gets_0.38.tgz
Old sources:	gets archive

Reverse dependencies:

Reverse depends:	ivgets
Reverse imports:	ardl.nardl, getspanel
Reverse suggests:	tidyfit

Linking:

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