Browsing BI Open by Author "Pretis, Felix"

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Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks

Pretis, Felix; Reade, J James; Sucarrat, Genaro (Journal article; Peer reviewed, 2018)

This paper provides an overview of the R package gets, which contains facilities for automated general-to-specific (GETS) modeling of the mean and variance of a regression, and indicator saturation (IS) methods for the ...