Science Score: 13.0%
This score indicates how likely this project is to be science-related based on various indicators:
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○CITATION.cff file
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○codemeta.json file
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○.zenodo.json file
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✓DOI references
Found 14 DOI reference(s) in README -
○Academic publication links
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○Committers with academic emails
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (6.1%) to scientific vocabulary
Repository
GAS models
Basic Info
Statistics
- Stars: 34
- Watchers: 12
- Forks: 11
- Open Issues: 6
- Releases: 0
Metadata Files
README.md
GAS
GAS implements the Generalized Autoregressive
Score (GAS) framework in R. The GAS package provides
functions to simulate univariate and multivariate GAS processes,
estimate the GAS parameters and to make time series forecasts. Full description of the algorithm and numerous applications are available in Ardia et al. (2018) and Ardia et al. (2019).
Please cite the package in publications!
By using GAS you agree to the following rules:
1) You must cite Ardia et al. (2019) in working papers and published papers that use GAS.
2) You must place the following URL in a footnote to help others find GAS: https://CRAN.R-project.org/package=GAS.
3) You assume all risk for the use of GAS.
Ardia, D., Boudt, K., Catania, L. (2018).
Downside Risk Evaluation with the R Package GAS.
R Journal, 10(2), 410-421.
https://doi.org/10.32614/RJ-2018-064
Ardia, D., Boudt, K., Catania, L. (2019).
Generalized autoregressive score models in R: The GAS package.
Journal of Statistical Software, 88(6), 1-28.
https://doi.org/10.18637/jss.v088.i06
Owner
- Name: Leopoldo Catania
- Login: LeopoldoCatania
- Kind: user
- Website: http://economia.uniroma2.it/phd/ef/leopoldo-catania/
- Repositories: 2
- Profile: https://github.com/LeopoldoCatania
GitHub Events
Total
Last Year
Committers
Last synced: almost 3 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| Leopoldo Catania | l****a@u****t | 106 |
| David Ardia | A****D | 14 |
| LeopoldoCatania | l****a@e****k | 14 |
| ardiad | d****h@g****m | 7 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 12 months ago
All Time
- Total issues: 14
- Total pull requests: 1
- Average time to close issues: 4 months
- Average time to close pull requests: N/A
- Total issue authors: 12
- Total pull request authors: 1
- Average comments per issue: 1.07
- Average comments per pull request: 0.0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- bethpeniel (2)
- ArdiaD (2)
- JiaxiangBU (1)
- MislavSag (1)
- BayerSe (1)
- Nofearwithbeer (1)
- AlexSemenovIRL (1)
- GoranDiz (1)
- Fifis (1)
- sminloo (1)
- Ghirisha (1)
- alejandro-cermeno (1)
Pull Request Authors
- eddelbuettel (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 1
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Total downloads:
- cran 560 last-month
- Total docker downloads: 21,777
- Total dependent packages: 1
- Total dependent repositories: 1
- Total versions: 21
- Total maintainers: 1
cran.r-project.org: GAS
Generalized Autoregressive Score Models
- Homepage: https://github.com/LeopoldoCatania/GAS
- Documentation: http://cran.r-project.org/web/packages/GAS/GAS.pdf
- License: GPL-3
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Latest release: 0.3.4
published over 4 years ago
Rankings
Maintainers (1)
Dependencies
- R >= 3.4.0 depends
- methods * depends
- MASS * imports
- Rcpp >= 0.12.2 imports
- Rsolnp * imports
- cubature * imports
- numDeriv * imports
- xts * imports
- zoo * imports
- testthat * suggests