The R Package gets provides General-to-Specific (GETS) modelling of the mean and variance of a regression, and Indicator Saturation (ISAT) methods for detecting and testing for structural breaks in the mean
The following R command installs the stable version from CRAN:
install.packages('gets', dependencies = TRUE)
To install the development version available here at Github, first download the tarball (i.e. the file named gets_x.xx.tar.gz). Next, run:
system("R CMD INSTALL --build gets")
- An introduction (PDF): https://doi.org/10.18637/jss.v086.i03
- Webpage: http://www.sucarrat.net/R/gets
- CRAN webpage: https://CRAN.R-project.org/package=gets
- https://felixpretis.climateeconometrics.org/software/
This package is free and open source software, licensed under GPL (>= 2)