| Name : R-gasmodel
| |
| Version : 0.6.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.2.1
| Date : 2024-06-24 15:35:00
|
| Group : Development/Libraries/Other
| Source RPM : R-gasmodel-0.6.0-lp156.2.1.src.rpm
|
| Size : 1.62 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Generalized Autoregressive Score Models
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
