BacktestDensity         Backtest a series of one step ahead density
                        predictions.
BacktestVaR             Backtest Value at Risk (VaR)
ConfidenceBands         Build confidence bands for the filtered
                        parameters
DistInfo                Information for the supported distributions
GAS-package             Generalized Autoregressive Score models in R
MultiGASFit             Estimate multivariate GAS models
MultiGASFor             Forecast with multivariate GAS models
MultiGASRoll            Rolling forecast with multivariate GAS models
MultiGASSim             Simulate Multivariate GAS processes
MultiGASSpec            Multivariate GAS specification
MultiMapParameters      Mapping function for univariate distributions
MultiUnmapParameters    Inverse of MultiMapParameters
NumericalBounds         Numerical bounds imposed in parameter
                        transformation.
PIT_test                Goodness of Fit for Conditional Densities
StockIndices            data: Daily logarithmic returns in percentage
                        points of the DAX, FTSEMIB and CAC40 from
                        2007-01-03 to 2016-06-24
UniGASFit               Estimate univariate GAS models
UniGASFor               Forecast with univariate GAS models
UniGASRoll              Rolling forecast with univariate GAS models
UniGASSim               Simulate Univariate GAS processes
UniGASSpec              Univariate GAS specification
UniMapParameters        Mapping function for univariate distributions
UniUnmapParameters      Unmapping function for univariate
                        distributions, i.e. inverse of UniMapParameters
cpichg                  data: Quarterly logarithmic change in
                        percentage points of the Consumer Price Index
                        for All Urban Consumers: All Items (CPIAUCSL)
                        from 1947-04-01 to 2016-05-01
distributions           Distributions of the GAS package.
dji30ret                data: Dow Jones 30 Constituents Closing Value
                        Log Return
mGASFit                 class: Class for the Multivariate GAS fitted
                        object
mGASFor                 class: Class for the Multivariate GAS Forecast
                        object
mGASRoll                class: Class for the Multivariate GAS Rolling
                        object
mGASSim                 class: Class for Multivariate GAS Simulation
mGASSpec                class: Class for the Multivariate GAS model
                        specification
sp500ret                data: Daily logarithmic returns in percentage
                        points of the S&P500 index from 1950-01-04 to
                        2016-06-24
sp500rv                 data: SP500 Daily 5 minutes Realized Volatility
                        from 2000-01-03 to 2000-01-10
tqdata                  data: Data from Bien et al (2011).
uGASFit                 class: Class for the Univariate GAS fitted
                        object
uGASFor                 class: Class for the Univariate GAS Forecast
                        object
uGASRoll                class: Class for the Univariate GAS Rolling
                        object
uGASSim                 class: Class for Univariate GAS Simulation
uGASSpec                class: Class for the Univariate GAS model
                        specification
usunp                   data: US Monthly Civilian Unemployment Rate
                        (UNRATE) from 1948-01-01 to 2016-05-01
