Generalized Autoregressive Score Models


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Documentation for package ‘gasmodel’ version 0.6.0

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bookshop_orders Antiquarian Bookshop Orders
distr Get the Table of Supported Distributions
distr_density Compute Density
distr_fisher Compute Fisher Information
distr_mean Compute Mean
distr_random Generate Random Observations
distr_score Compute Score
distr_var Compute Variance
gas Estimate GAS Model
gas_bootstrap Bootstrap GAS Model
gas_filter Filter GAS Model
gas_forecast Forecast GAS Model
gas_simulate Simulate GAS Model
ice_hockey_championships Results of the Ice Hockey World Championships
toilet_paper_sales Daily Toilet Paper Sales
wrappers_hessian Wrappers for Hessian Functions
wrappers_optim Wrappers for Optimization Functions
wrappers_parallel Wrappers for Parallelization Functions
wrapper_hessian_numderiv Wrappers for Hessian Functions
wrapper_hessian_pracma Wrappers for Hessian Functions
wrapper_hessian_stats Wrappers for Hessian Functions
wrapper_optim_nloptr Wrappers for Optimization Functions
wrapper_optim_stats Wrappers for Optimization Functions
wrapper_parallel_multicore Wrappers for Parallelization Functions
wrapper_parallel_none Wrappers for Parallelization Functions
wrapper_parallel_snow Wrappers for Parallelization Functions