Package: GAS
Type: Package
Title: Generalized Autoregressive Score Models
Version: 0.2.6
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. (2016) <https://ssrn.com/abstract=2825380>.
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
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.2.0), methods
Suggests: testthat
NeedsCompilation: yes
Packaged: 2017-12-19 12:12:24 UTC; leopo
Repository: CRAN
Date/Publication: 2017-12-20 13:42:07 UTC
Built: R 3.3.3; x86_64-w64-mingw32; 2018-04-22 15:40:02 UTC; windows
Archs: i386, x64
