{
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  "Package": "gets",
  "Type": "Package",
  "Title": "General-to-Specific (GETS) Modelling and Indicator Saturation\nMethods",
  "Version": "0.40",
  "Date": "2026-07-27",
  "Authors@R": "c(person(given = \"Genaro\", family = \"Sucarrat\", role = c(\"aut\", \"cre\"), email = \"genaro.sucarrat@bi.no\", comment = c(ORCID = \"0000-0002-8433-837X\")),\nperson(given = \"Felix\", family = \"Pretis\", role = \"aut\"),\nperson(given = \"James\", family = \"Reade\", role = \"aut\"),\nperson(given = \"Jonas\", family = \"Kurle\", role = \"ctb\"),\nperson(given = \"Moritz\", family = \"Schwarz\", role = \"ctb\"))",
  "Author": "Genaro Sucarrat [aut, cre]\n(<https://orcid.org/0000-0002-8433-837X>), Felix Pretis [aut],\nJames Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb]",
  "Maintainer": "Genaro Sucarrat <genaro.sucarrat@bi.no>",
  "Description": "Automated General-to-Specific (GETS) modelling of the mean\nand variance of a regression, and indicator saturation methods\nfor detecting and testing for structural breaks in the mean,\nsee Pretis, Reade and Sucarrat (2018)\n<doi:10.18637/jss.v086.i03> for an overview of the package. In\nadvanced use, the estimator and diagnostics tests can be fully\nuser-specified, see Sucarrat (2021) <doi:10.32614/RJ-2021-024>.",
  "License": "GPL (>= 2)",
  "BugReports": "https://github.com/gsucarrat/gets/issues",
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  "Repository": "https://gsucarrat.r-universe.dev",
  "Date/Publication": "2026-07-27 17:24:09 UTC",
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    "as.arx",
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    "as.arx.lm",
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    "blocksFun",
    "coef.arx",
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    "coef.isat",
    "coef.larch",
    "coef.logitx",
    "diagnostics",
    "distorttest",
    "distorttestboot",
    "dlogitx",
    "dlogitxSim",
    "dropvar",
    "eqwma",
    "ES",
    "eviews",
    "fitted.arx",
    "fitted.gets",
    "fitted.isat",
    "fitted.larch",
    "fitted.logitx",
    "gets",
    "gets.arx",
    "gets.isat",
    "gets.larch",
    "gets.lm",
    "gets.logitx",
    "getsFun",
    "getsm",
    "getsv",
    "gmm",
    "iim",
    "info.criterion",
    "infocrit",
    "isat",
    "isat.arx",
    "isat.default",
    "isat.lm",
    "isatdates",
    "isatloop",
    "isattest",
    "isatvar",
    "isatvarcorrect",
    "isvarcor",
    "isvareffcor",
    "larch",
    "larchEstfun",
    "leqwma",
    "logit",
    "logitx",
    "logitxSim",
    "logLik.arx",
    "logLik.isat",
    "logLik.larch",
    "logLik.logitx",
    "model.matrix.arx",
    "model.matrix.larch",
    "mvrnormsim",
    "nobs.arx",
    "nobs.larch",
    "ols",
    "outlierscaletest",
    "outliertest",
    "paths",
    "periodicdummies",
    "plot.arx",
    "plot.gets",
    "plot.isat",
    "plot.larch",
    "plot.logitx",
    "predict.arx",
    "predict.gets",
    "predict.isat",
    "predict.larch",
    "print.arx",
    "print.distorttestboot",
    "print.gets",
    "print.isat",
    "print.larch",
    "print.logitx",
    "printtex",
    "recursive",
    "regressorsMean",
    "regressorsVariance",
    "residuals.arx",
    "residuals.gets",
    "residuals.isat",
    "residuals.larch",
    "rsquared",
    "sigma.arx",
    "sigma.gets",
    "sigma.isat",
    "sim",
    "stata",
    "summary.arx",
    "summary.gets",
    "summary.isat",
    "summary.larch",
    "summary.logitx",
    "terminals",
    "tim",
    "toLatex.arx",
    "toLatex.gets",
    "toLatex.larch",
    "toLatex.logitx",
    "VaR",
    "vargaugeiis",
    "vcov.arx",
    "vcov.gets",
    "vcov.isat",
    "vcov.larch",
    "vcov.logitx"
  ],
  "_datasets": [
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      "name": "hpdata",
      "title": "Hoover and Perez (1999) data",
      "object": "hpdata",
      "file": "hpdata.rda",
      "class": [
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      ],
      "fields": [
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        "DCOINC",
        "GD",
        "GGEQ",
        "GGFEQ",
        "GGFR",
        "GNPQ",
        "GYDQ",
        "GPIQ",
        "FMRRA",
        "FMBASE",
        "FM1DQ",
        "FM2DQ",
        "FSDJ",
        "FYAAAC",
        "LHC",
        "LHUR",
        "MU",
        "MO",
        "GCQ"
      ],
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      "table": true,
      "tojson": true
    },
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      "class": [
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        "q3dum",
        "q4dum"
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      "table": true,
      "tojson": true
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      "file": "so2data.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "year",
        "uk_tot_so2",
        "Luk_tot_so2",
        "DLuk_tot_so2"
      ],
      "rows": 60,
      "table": true,
      "tojson": true
    },
    {
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      "object": "sp500data",
      "file": "sp500data.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "Open",
        "High",
        "Low",
        "Close",
        "Volume",
        "Adj.Close"
      ],
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      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "gets-package",
      "title": "General-to-Specific (GETS) and Indicator Saturation (ISAT) Modelling",
      "topics": [
        "gets-package"
      ]
    },
    {
      "page": "arx",
      "title": "Estimate an AR-X model with log-ARCH-X errors",
      "topics": [
        "arx"
      ]
    },
    {
      "page": "as.arx",
      "title": "Convert an object to class 'arx'",
      "topics": [
        "as.arx",
        "as.arx.isat",
        "as.arx.lm"
      ]
    },
    {
      "page": "as.isat",
      "title": "Convert to 'isat' object",
      "topics": [
        "as.isat"
      ]
    },
    {
      "page": "as.lm",
      "title": "Convert to 'lm' object",
      "topics": [
        "as.lm"
      ]
    },
    {
      "page": "biascorr",
      "title": "Bias-correction of coefficients following general-to-specific model selection",
      "topics": [
        "biascorr"
      ]
    },
    {
      "page": "blocksFun",
      "title": "Block-based General-to-Specific (GETS) modelling",
      "topics": [
        "blocksFun"
      ]
    },
    {
      "page": "coef.arx",
      "title": "Extraction functions for 'arx' objects",
      "topics": [
        "coef.arx",
        "fitted.arx",
        "logLik.arx",
        "model.matrix.arx",
        "nobs.arx",
        "plot.arx",
        "print.arx",
        "residuals.arx",
        "sigma.arx",
        "summary.arx",
        "vcov.arx"
      ]
    },
    {
      "page": "coef.gets",
      "title": "Extraction functions for 'gets' objects",
      "topics": [
        "coef.gets",
        "fitted.gets",
        "logLik.gets",
        "plot.gets",
        "predict.gets",
        "print.gets",
        "residuals.gets",
        "sigma.gets",
        "summary.gets",
        "vcov.gets"
      ]
    },
    {
      "page": "coef.isat",
      "title": "Extraction functions for 'isat' objects",
      "topics": [
        "coef.isat",
        "fitted.isat",
        "logLik.isat",
        "plot.isat",
        "predict.isat",
        "print.isat",
        "residuals.isat",
        "sigma.isat",
        "summary.isat",
        "vcov.isat"
      ]
    },
    {
      "page": "coef.larch",
      "title": "Methods and extraction functions for 'larch' objects",
      "topics": [
        "coef.larch",
        "fitted.larch",
        "logLik.larch",
        "model.matrix.larch",
        "nobs.larch",
        "plot.larch",
        "print.larch",
        "residuals.larch",
        "summary.larch",
        "toLatex.larch",
        "vcov.larch"
      ]
    },
    {
      "page": "coef.logitx",
      "title": "Extraction functions for 'logitx' objects",
      "topics": [
        "coef.logitx",
        "fitted.logitx",
        "logLik.logitx",
        "plot.logitx",
        "print.logitx",
        "summary.logitx",
        "toLatex.logitx",
        "vcov.logitx"
      ]
    },
    {
      "page": "create.ISmatrices",
      "title": "Internal function to construct Indicator Saturation Matrices",
      "topics": [
        "create.ISmatrices"
      ]
    },
    {
      "page": "diagnostics",
      "title": "Diagnostics tests",
      "topics": [
        "diagnostics"
      ]
    },
    {
      "page": "distorttest",
      "title": "Jiao-Pretis-Schwarz Outlier Distortion Test",
      "topics": [
        "distorttest"
      ]
    },
    {
      "page": "distorttestboot",
      "title": "Bootstrapped Jiao-Pretis-Schwarz Outlier Distortion Test",
      "topics": [
        "distorttestboot",
        "print.distorttestboot"
      ]
    },
    {
      "page": "dropvar",
      "title": "Drop variable",
      "topics": [
        "dropvar"
      ]
    },
    {
      "page": "eqwma",
      "title": "Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values",
      "topics": [
        "eqwma",
        "leqwma"
      ]
    },
    {
      "page": "ES",
      "title": "Conditional Value-at-Risk (VaR) and Expected Shortfall (ES)",
      "topics": [
        "ES",
        "VaR"
      ]
    },
    {
      "page": "eviews",
      "title": "Exporting results to EViews and STATA",
      "topics": [
        "eviews",
        "stata"
      ]
    },
    {
      "page": "gets",
      "title": "General-to-Specific (GETS) Modelling",
      "topics": [
        "gets",
        "gets.arx"
      ]
    },
    {
      "page": "gets.isat",
      "title": "General-to-Specific (GETS) Modelling 'isat' objects",
      "topics": [
        "gets.isat"
      ]
    },
    {
      "page": "gets.larch",
      "title": "General-to-Specific (GETS) Modelling of a heterogeneous log-ARCH-X model",
      "topics": [
        "gets.larch"
      ]
    },
    {
      "page": "gets.lm",
      "title": "General-to-Specific (GETS) Modelling 'lm' objects",
      "topics": [
        "gets.lm"
      ]
    },
    {
      "page": "gets.logitx",
      "title": "General-to-Specific (GETS) Modelling of objects of class 'logitx'",
      "topics": [
        "gets.logitx"
      ]
    },
    {
      "page": "getsFun",
      "title": "General-to-Specific (GETS) modelling function",
      "topics": [
        "getsFun"
      ]
    },
    {
      "page": "getsm",
      "title": "General-to-Specific (GETS) Modelling of an AR-X model (the mean specification) with log-ARCH-X errors (the log-variance specification).",
      "topics": [
        "getsm",
        "getsv"
      ]
    },
    {
      "page": "gmm",
      "title": "Generalised Method of Moment (GMM) estimation of linear models",
      "topics": [
        "gmm"
      ]
    },
    {
      "page": "hpdata",
      "title": "Hoover and Perez (1999) data",
      "topics": [
        "hpdata"
      ]
    },
    {
      "page": "iim",
      "title": "Make Indicator Matrices (Impulses, Steps, Trends)",
      "topics": [
        "iim",
        "sim",
        "tim"
      ]
    },
    {
      "page": "infldata",
      "title": "Quarterly Norwegian year-on-year CPI inflation",
      "topics": [
        "infldata"
      ]
    },
    {
      "page": "infocrit",
      "title": "Computes the Average Value of an Information Criterion",
      "topics": [
        "info.criterion",
        "infocrit"
      ]
    },
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