gets
General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03> for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) <doi:10.32614/RJ-2021-024>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.38 |
2026-04-09 windows/windows R-4.5 | gets_0.38.zip |
1.5 MiB |