Package: GAS
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.3.0
Author: Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
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 (>= 3.2.0), methods
Suggests: testthat
NeedsCompilation: yes
Packaged: 2019-01-25 13:49:53 UTC; au588008
Repository: CRAN
Date/Publication: 2019-01-25 14:40:03 UTC
Built: R 3.4.4; x86_64-apple-darwin15.6.0; 2019-01-26 07:44:33 UTC; unix
Archs: GAS.so.dSYM
