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GAS  

Generalized Autoregressive Score Models
View on CRAN: Click here


Download and install GAS package within the R console
Install from CRAN:
install.packages("GAS")

Install from Github:
library("remotes")
install_github("cran/GAS")

Install by package version:
library("remotes")
install_version("GAS", "0.3.4.1")



Attach the package and use:
library("GAS")
Maintained by
Leopoldo Catania
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-08-17
Latest Update: 2025-09-03
Description:
Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) .
How to cite:
Leopoldo Catania (2016). GAS: Generalized Autoregressive Score Models. R package version 0.3.4.1, https://cran.r-project.org/web/packages/GAS. Accessed 07 Aug. 2026.
Previous versions and publish date:
0.1.1 (2016-08-17 20:03), 0.1.2 (2016-08-23 14:57), 0.1.3 (2016-09-01 13:28), 0.1.4 (2016-09-08 13:18), 0.1.5 (2016-11-19 14:43), 0.1.6 (2017-03-26 09:30), 0.1.7 (2017-03-28 18:23), 0.1.8 (2017-03-29 18:04), 0.1.9 (2017-03-31 18:17), 0.2.0 (2017-06-09 14:50), 0.2.1 (2017-06-13 00:08), 0.2.3 (2017-07-22 19:26), 0.2.4 (2017-07-23 22:03), 0.2.5 (2017-11-17 09:41), 0.2.6 (2017-12-20 14:42), 0.2.8 (2018-08-30 18:40), 0.2.9 (2018-09-18 11:00), 0.3.0 (2019-01-25 15:40), 0.3.3 (2020-04-27 18:20), 0.3.4.1 (2024-08-19 11:00), 0.3.4 (2022-02-04 11:30), (2026-07-09 08:04)
Other packages that cited GAS R package
View GAS citation profile
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Complete documentation for GAS
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