Package: gasmodel
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.6.0
Authors@R: 
    c(person(given = "Vladimír",
             family = "Holý",
             role = c("aut", "cre"),
             email = "vladimir.holy@vse.cz",
             comment = c(ORCID = "0000-0003-0416-0434")))
Description: Estimation, forecasting, and simulation of generalized
    autoregressive score (GAS) models of Creal, Koopman, and Lucas (2013)
    <doi:10.1002/jae.1279> and Harvey (2013) <doi:10.1017/cbo9781139540933>.
    Model specification allows for various data types and distributions,
    different parametrizations, exogenous variables, joint and separate modeling
    of exogenous variables and dynamics, higher score and autoregressive orders,
    custom and unconditional initial values of time-varying parameters, fixed
    and bounded values of coefficients, and missing values. Model estimation is
    performed by the maximum likelihood method.
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: abind, arrangements, CircStats, copula, dplyr, ggplot2,
        Matrix, mvnfast, nloptr, numDeriv, pracma, tidyr
Suggests: hms, knitr, rmarkdown, testthat
RoxygenNote: 7.3.1
Depends: R (>= 2.10)
VignetteBuilder: knitr
Config/testthat/edition: 3
URL: https://github.com/vladimirholy/gasmodel
BugReports: https://github.com/vladimirholy/gasmodel/issues
NeedsCompilation: no
Packaged: 2024-02-02 20:09:28 UTC; mira
Author: Vladimír Holý [aut, cre] (<https://orcid.org/0000-0003-0416-0434>)
Maintainer: Vladimír Holý <vladimir.holy@vse.cz>
Repository: CRAN
Date/Publication: 2024-02-02 20:40:02 UTC
Built: R 4.3.1; ; 2024-02-02 23:18:55 UTC; unix
