{
  "_id": "6a1f11f6b401979e7341dc35",
  "Package": "gasmodel",
  "Type": "Package",
  "Title": "Generalized Autoregressive Score Models",
  "Version": "0.6.2",
  "Authors@R": "c(person(given = \"Vladimír\",\nfamily = \"Holý\",\nrole = c(\"aut\", \"cre\"),\nemail = \"vladimir.holy@vse.cz\",\ncomment = c(ORCID = \"0000-0003-0416-0434\")))",
  "Description": "Estimation, forecasting, and simulation of generalized\nautoregressive score (GAS) models of Creal, Koopman, and Lucas\n(2013) <doi:10.1002/jae.1279> and Harvey (2013)\n<doi:10.1017/cbo9781139540933>. Model specification allows for\nvarious data types and distributions, different\nparametrizations, exogenous variables, joint and separate\nmodeling of exogenous variables and dynamics, higher score and\nautoregressive orders, custom and unconditional initial values\nof time-varying parameters, fixed and bounded values of\ncoefficients, and missing values. Model estimation is performed\nby the maximum likelihood method.",
  "License": "GPL-3",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "RoxygenNote": "7.3.2",
  "VignetteBuilder": "knitr",
  "Config/testthat/edition": "3",
  "URL": "https://github.com/vladimirholy/gasmodel",
  "BugReports": "https://github.com/vladimirholy/gasmodel/issues",
  "Config/pak/sysreqs": "cmake libgmp3-dev libgsl0-dev libicu-dev",
  "Repository": "https://vladimirholy.r-universe.dev",
  "Date/Publication": "2025-08-17 23:12:38 UTC",
  "RemoteUrl": "https://github.com/vladimirholy/gasmodel",
  "RemoteRef": "HEAD",
  "RemoteSha": "16b4506e47511d1c67721a960e0ea1231c237fe5",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-17 07:49:53 UTC",
    "User": "root"
  },
  "Author": "Vladimír Holý [aut, cre] (ORCID:\n<https://orcid.org/0000-0003-0416-0434>)",
  "Maintainer": "Vladimír Holý <vladimir.holy@vse.cz>",
  "MD5sum": "3d156ae688f7e6d1314dc188a99d1811",
  "_user": "vladimirholy",
  "_type": "src",
  "_file": "gasmodel_0.6.2.tar.gz",
  "_fileid": "135b331b8b5fb2df552f48ceb8319e759612d1b732c341b37197c83930786315",
  "_filesize": 1111859,
  "_sha256": "135b331b8b5fb2df552f48ceb8319e759612d1b732c341b37197c83930786315",
  "_created": "2026-05-17T07:49:53.000Z",
  "_published": "2026-06-02T17:25:10.762Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 79131252222,
      "time": 190,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7040585297"
    },
    {
      "job": 79131252769,
      "time": 172,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7040582813"
    },
    {
      "job": 79131252782,
      "time": 188,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7040581916"
    },
    {
      "job": 79131252068,
      "time": 193,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7040582479"
    },
    {
      "job": 79131251696,
      "time": 253,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7040562809"
    },
    {
      "job": 79131251456,
      "time": 135,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7365029373"
    },
    {
      "job": 79131252141,
      "time": 143,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7040579272"
    },
    {
      "job": 79131252351,
      "time": 181,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7040584142"
    },
    {
      "job": 79131252358,
      "time": 169,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7040582613"
    }
  ],
  "_buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/vladimirholy/gasmodel",
  "_commit": {
    "id": "16b4506e47511d1c67721a960e0ea1231c237fe5",
    "author": "vladimirholy <vladimir.holy@post.cz>",
    "committer": "vladimirholy <vladimir.holy@post.cz>",
    "message": "Increment version number to 0.6.2\n",
    "time": 1755472358
  },
  "_maintainer": {
    "name": "Vladimír Holý",
    "email": "vladimir.holy@vse.cz",
    "orcid": "0000-0003-0416-0434"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.5",
      "role": "Depends"
    },
    {
      "package": "abind",
      "role": "Imports"
    },
    {
      "package": "arrangements",
      "role": "Imports"
    },
    {
      "package": "copula",
      "role": "Imports"
    },
    {
      "package": "dplyr",
      "role": "Imports"
    },
    {
      "package": "ggplot2",
      "role": "Imports"
    },
    {
      "package": "Matrix",
      "role": "Imports"
    },
    {
      "package": "mvnfast",
      "role": "Imports"
    },
    {
      "package": "nloptr",
      "role": "Imports"
    },
    {
      "package": "numDeriv",
      "role": "Imports"
    },
    {
      "package": "pracma",
      "role": "Imports"
    },
    {
      "package": "tidyr",
      "role": "Imports"
    },
    {
      "package": "hms",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    }
  ],
  "_owner": "vladimirholy",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-24",
      "n": 6
    },
    {
      "week": "2025-32",
      "n": 5
    },
    {
      "week": "2025-33",
      "n": 12
    }
  ],
  "_tags": [],
  "_topics": [
    "dcs",
    "gas",
    "time-series"
  ],
  "_stars": 16,
  "_contributors": [
    {
      "user": "vladimirholy",
      "count": 256,
      "uuid": 101521025
    }
  ],
  "_userbio": {
    "uuid": 101521025,
    "type": "user",
    "name": "Vladimír Holý"
  },
  "_downloads": {
    "count": 351,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/gasmodel"
  },
  "_devurl": "https://github.com/vladimirholy/gasmodel",
  "_searchresults": 3,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/gasmodel.html",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/vladimirholy/gasmodel",
  "_realowner": "vladimirholy",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2022-09-20"
    },
    {
      "version": "0.2.0",
      "date": "2023-01-06"
    },
    {
      "version": "0.3.0",
      "date": "2023-05-25"
    },
    {
      "version": "0.4.0",
      "date": "2023-06-29"
    },
    {
      "version": "0.5.0",
      "date": "2023-08-26"
    },
    {
      "version": "0.5.1",
      "date": "2023-08-29"
    },
    {
      "version": "0.6.0",
      "date": "2024-02-02"
    },
    {
      "version": "0.6.1",
      "date": "2025-06-12"
    },
    {
      "version": "0.6.2",
      "date": "2025-08-18"
    }
  ],
  "_exports": [
    "distr",
    "distr_density",
    "distr_fisher",
    "distr_mean",
    "distr_random",
    "distr_score",
    "distr_var",
    "gas",
    "gas_bootstrap",
    "gas_filter",
    "gas_forecast",
    "gas_simulate",
    "wrapper_hessian_numderiv",
    "wrapper_hessian_pracma",
    "wrapper_hessian_stats",
    "wrapper_optim_nloptr",
    "wrapper_optim_stats",
    "wrapper_parallel_multicore",
    "wrapper_parallel_none",
    "wrapper_parallel_snow"
  ],
  "_datasets": [
    {
      "name": "bookshop_orders",
      "title": "Antiquarian Bookshop Orders",
      "object": "bookshop_orders",
      "class": [
        "data.frame"
      ],
      "fields": [
        "id",
        "datetime",
        "quantity",
        "duration",
        "duration_adj"
      ],
      "rows": 5719,
      "table": true,
      "tojson": true
    },
    {
      "name": "ice_hockey_championships",
      "title": "Results of the Ice Hockey World Championships",
      "object": "ice_hockey_championships",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "toilet_paper_sales",
      "title": "Daily Toilet Paper Sales",
      "object": "toilet_paper_sales",
      "class": [
        "data.frame"
      ],
      "fields": [
        "date",
        "monday",
        "tuesday",
        "wednesday",
        "thursday",
        "friday",
        "saturday",
        "sunday",
        "promo",
        "quantity"
      ],
      "rows": 730,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "bookshop_orders",
      "title": "Antiquarian Bookshop Orders",
      "topics": [
        "bookshop_orders"
      ]
    },
    {
      "page": "distr",
      "title": "Get the Table of Supported Distributions",
      "topics": [
        "distr"
      ]
    },
    {
      "page": "distr_density",
      "title": "Compute Density",
      "topics": [
        "distr_density"
      ]
    },
    {
      "page": "distr_fisher",
      "title": "Compute Fisher Information",
      "topics": [
        "distr_fisher"
      ]
    },
    {
      "page": "distr_mean",
      "title": "Compute Mean",
      "topics": [
        "distr_mean"
      ]
    },
    {
      "page": "distr_random",
      "title": "Generate Random Observations",
      "topics": [
        "distr_random"
      ]
    },
    {
      "page": "distr_score",
      "title": "Compute Score",
      "topics": [
        "distr_score"
      ]
    },
    {
      "page": "distr_var",
      "title": "Compute Variance",
      "topics": [
        "distr_var"
      ]
    },
    {
      "page": "gas",
      "title": "Estimate GAS Model",
      "topics": [
        "gas"
      ]
    },
    {
      "page": "gas_bootstrap",
      "title": "Bootstrap GAS Model",
      "topics": [
        "gas_bootstrap"
      ]
    },
    {
      "page": "gas_filter",
      "title": "Filter GAS Model",
      "topics": [
        "gas_filter"
      ]
    },
    {
      "page": "gas_forecast",
      "title": "Forecast GAS Model",
      "topics": [
        "gas_forecast"
      ]
    },
    {
      "page": "gas_simulate",
      "title": "Simulate GAS Model",
      "topics": [
        "gas_simulate"
      ]
    },
    {
      "page": "ice_hockey_championships",
      "title": "Results of the Ice Hockey World Championships",
      "topics": [
        "ice_hockey_championships"
      ]
    },
    {
      "page": "toilet_paper_sales",
      "title": "Daily Toilet Paper Sales",
      "topics": [
        "toilet_paper_sales"
      ]
    },
    {
      "page": "wrappers_hessian",
      "title": "Wrappers for Hessian Functions",
      "topics": [
        "wrappers_hessian",
        "wrapper_hessian_numderiv",
        "wrapper_hessian_pracma",
        "wrapper_hessian_stats"
      ]
    },
    {
      "page": "wrappers_optim",
      "title": "Wrappers for Optimization Functions",
      "topics": [
        "wrappers_optim",
        "wrapper_optim_nloptr",
        "wrapper_optim_stats"
      ]
    },
    {
      "page": "wrappers_parallel",
      "title": "Wrappers for Parallelization Functions",
      "topics": [
        "wrappers_parallel",
        "wrapper_parallel_multicore",
        "wrapper_parallel_none",
        "wrapper_parallel_snow"
      ]
    }
  ],
  "_readme": "https://github.com/vladimirholy/gasmodel/raw/HEAD/README.md",
  "_rundeps": [
    "abind",
    "ADGofTest",
    "arrangements",
    "BH",
    "cli",
    "cluster",
    "colorspace",
    "copula",
    "cpp11",
    "dplyr",
    "farver",
    "generics",
    "ggplot2",
    "glue",
    "gmp",
    "gsl",
    "gtable",
    "isoband",
    "labeling",
    "lattice",
    "lifecycle",
    "magrittr",
    "Matrix",
    "mvnfast",
    "mvtnorm",
    "nloptr",
    "numDeriv",
    "pcaPP",
    "pillar",
    "pkgconfig",
    "pracma",
    "pspline",
    "purrr",
    "R6",
    "RColorBrewer",
    "Rcpp",
    "RcppArmadillo",
    "rlang",
    "S7",
    "scales",
    "stabledist",
    "stringi",
    "stringr",
    "tibble",
    "tidyr",
    "tidyselect",
    "utf8",
    "vctrs",
    "viridisLite",
    "withr"
  ],
  "_vignettes": [
    {
      "source": "case_durations.Rmd",
      "filename": "case_durations.html",
      "title": "Case Study: Bookshop Orders",
      "author": "Vladimír Holý & Petra Tomanová",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Introduction",
        "Data Preparation",
        "Model Estimation",
        "Trend",
        "Bootstrapping",
        "Simulation",
        "References"
      ],
      "created": "2022-03-31 15:29:10",
      "modified": "2025-08-12 22:25:00",
      "commits": 19
    },
    {
      "source": "case_rankings.Rmd",
      "filename": "case_rankings.html",
      "title": "Case Study: Ice Hockey Rankings",
      "author": "Vladimír Holý & Jan Zouhar",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Introduction",
        "Data Preparation",
        "Basic Insight",
        "Model Estimation",
        "Who Is the Best?",
        "Time-Varying Worth Parameters",
        "Forecasting",
        "References"
      ],
      "created": "2022-03-31 15:29:10",
      "modified": "2025-08-12 22:25:00",
      "commits": 22
    },
    {
      "source": "compare_gas.Rmd",
      "filename": "compare_gas.html",
      "title": "Comparison with the GAS Package",
      "author": "Vladimír Holý",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Introduction",
        "The Bookshop Orders Case Study",
        "The Ice Hockey Rankings Case Study",
        "Comparison of Supported Distributions and Functionalities",
        "References"
      ],
      "created": "2024-01-29 00:09:35",
      "modified": "2025-08-12 22:25:00",
      "commits": 3
    },
    {
      "source": "customization.Rmd",
      "filename": "customization.html",
      "title": "Limitations and Customization",
      "author": "Vladimír Holý",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Adding a New Distribution",
        "Interaction Between Parameters and Non-Linear Dependence",
        "Non-Standard Structure of Time Series",
        "Other Dynamic Models Using Score",
        "References"
      ],
      "created": "2025-08-12 21:48:12",
      "modified": "2025-08-12 21:48:12",
      "commits": 1
    },
    {
      "source": "distributions.Rmd",
      "filename": "distributions.html",
      "title": "Probability Distributions",
      "author": "Vladimír Holý",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Binary Data",
        "Bernoulli Distribution",
        "Probabilistic Parametrization",
        "Parameter",
        "Probability Mass Function",
        "Moments",
        "Score",
        "Fisher Information",
        "Categorical Data",
        "Categorical Distribution",
        "Worth Parametrization",
        "Parameters",
        "Vector Notation",
        "Notes",
        "Ranking Data",
        "Plackett–Luce Distribution",
        "Ranking Notation",
        "Further Reading",
        "Count Data",
        "Double Poisson Distribution",
        "Mean Parametrization",
        "Note",
        "Geometric Distribution",
        "Negative Binomial Distribution",
        "NB2 Parametrization",
        "Poisson Distribution",
        "Zero-Inflated Geometric Distribution",
        "Zero-Inflated Negative Binomial Distribution",
        "Zero-Inflated Poisson Distribution",
        "Integer Data",
        "Skellam Distribution",
        "Difference Parametrization",
        "Mean-Dispersion Parametrization",
        "Mean-Variance Parametrization",
        "Zero-Inflated Skellam Distribution",
        "Circular Data",
        "von Mises Distribution",
        "Mean-Concentration Parametrization",
        "Density Function",
        "Circular Moments",
        "Interval Data",
        "Beta Distribution",
        "Concentration Parametrization",
        "Mean-Size Parametrization",
        "Kumaraswamy Distribution",
        "Logit-Normal Distribution",
        "Logit-Mean-Variance Parametrization",
        "Compositional Data",
        "Dirichlet Distribution",
        "Duration Data",
        "Birnbaum–Saunders Distribution",
        "Scale Parametrization",
        "Burr Distribution",
        "Exponential Distribution",
        "Rate Parametrization",
        "Exponential-Logarithmic Distribution",
        "Fisk Distribution",
        "Gamma Distribution",
        "Generalized Gamma Distribution",
        "Log-Normal Distribution",
        "Log-Mean-Variance Parametrization",
        "Lomax Distribution",
        "Rayleigh Distribution",
        "Weibull Distribution",
        "Real Data",
        "Asymmetric Laplace Distribution",
        "Mean-Scale Parametrization",
        "Generalized Error Distribution",
        "Laplace Distribution",
        "Logistic Distribution",
        "Normal Distribution",
        "Student's t Distribution",
        "Multivariate Real Data",
        "Multivariate Normal Distribution",
        "Vector and Matrix Notation",
        "Multivariate Student's t Distribution"
      ],
      "created": "2022-05-16 09:19:54",
      "modified": "2025-08-09 13:55:15",
      "commits": 29
    }
  ],
  "_score": 6.079181246047625,
  "_indexed": true,
  "_nocasepkg": "gasmodel",
  "_universes": [
    "vladimirholy"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.6.2",
      "date": "2026-05-17T07:52:44.000Z",
      "distro": "noble",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "09d2df8c8ba36f7899652b4addb623256df29cbccdbedcac025d99f8a9b68144",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.6.2",
      "date": "2026-05-17T07:52:38.000Z",
      "distro": "noble",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "b7fbe1205318bf5fe921fa9771cfcc34f2364ab6dda6a30ab0493a0830b9dcd1",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.6.2",
      "date": "2026-05-17T07:52:36.000Z",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "614fe5cd8753babcbe49b28ddc4a5440a4432b3b4defddcf339d3e3e48d9f306",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.6.2",
      "date": "2026-05-17T07:52:39.000Z",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "bdaee2ff3ed58ecb03bf74419ff36e4aedf3fc930bb0dacf29209a5c082a90f3",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.6.2",
      "date": "2026-05-17T07:51:41.000Z",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "4f01d2c8f65d23ae3e9290c3e389d6f014b949efb6a68f1f45aee9dbf6638b45",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.6.2",
      "date": "2026-05-17T07:52:25.000Z",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "d0f4f9af70549ecc390bfbee0b8e6874b452c9f5e7fee14d7b3727751859dea0",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.6.2",
      "date": "2026-05-17T07:52:06.000Z",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "fcbb5c6f96ab58b70f024f34a5b1f336a0d18fbd275b2ca67fcbab51eba41a32",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.6.2",
      "date": "2026-06-02T17:24:53.000Z",
      "commit": "16b4506e47511d1c67721a960e0ea1231c237fe5",
      "fileid": "a1b2cf1f1ff7cbb7dc478b54cadac340e6407a44eab9116127c9ee211e0f0579",
      "status": "success",
      "buildurl": "https://github.com/r-universe/vladimirholy/actions/runs/25985001471"
    }
  ]
}