Loading…
useR! 2024
Attending this event?
In Person & Virtual
8 - 11 July, 2024
Learn more and Register to Attend

The Sched app allows you to build your schedule but is not a substitute for your event registration. You must be registered for useR! 2024 to participate in the sessions. If you have not registered but would like to join us, please go to the event registration page to purchase a registration.

Please note: This schedule is automatically displayed in Central European Time (UTC+1). To see the schedule in your preferred timezone, please select from the drop-down menu to the right, above "Filter by Date." The schedule is subject to change.
Back To Schedule
Thursday, July 11 • 11:50 - 12:10
Introducing the 'Gasmodel' Package for Generalized Autoregressive Score Models - Vladimír Holý, Prague University of Economics and Business

Sign up or log in to save this to your schedule, view media, leave feedback and see who's attending!

Tweet Share
I present the 'gasmodel' package, designed to facilitate the estimation, forecasting, and simulation of a broad range of generalized autoregressive score (GAS) models. GAS models are a class of observation-driven time series models that employ the score to dynamically update time-varying parameters of the underlying probability distribution. The package supports diverse data types, offers a rich selection of distributions, provides flexible options for specifying dynamics, and allows for the incorporation of exogenous variables.
Speakers
avatar for Vladimír Holý

Vladimír Holý

Dr., Prague University of Economics and Business
Vladimír Holý is an assistant professor at the Prague University of Economics and Business. His area of expertise is time series analysis.

Thursday July 11, 2024 11:50 - 12:10 CEST
Pinzgau + Tennegau
  Statistical modelling
Feedback form isn't open yet.