{ "_id": "6ae7c4e82e87f76f20acdedd", "Package": "GAS", "Type": "Package", "Title": "Generalized Autoregressive Score Models", "Version": "0.4.3", "Authors@R": "c(person(\"Leopoldo\", \"Catania\", role = c(\"aut\", \"cre\"),\nemail = \"leopoldo.catania@econ.au.dk\",\ncomment = c(ORCID = \"0000-0002-0981-1921\")),\nperson(\"David\", \"Ardia\", role = c(\"ctb\"),\nemail = \"david.ardia.ch@gmail.com\",\ncomment = c(ORCID = \"0000-0003-2823-782X\")),\nperson(\"Kris\", \"Boudt\", role = c(\"ctb\"),\nemail = \"kris.boudt@ugent.be\",\ncomment = c(ORCID = \"0000-0002-1000-5142\")))", "Description": "Simulation, estimation and forecasting of univariate and\nmultivariate generalized autoregressive score models.\nTime-varying distributional parameters are updated using the\nscore of the conditional distribution, with alternative score\nscaling specifications. 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