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
FZLoss                  Fissler and Ziegel (2016) (FZ) joint loss
                        function for Value at Risk and Expected
                        Shortfall.
GAS-package             Generalized Autoregressive Score models in R
Goals                   data: Goals scored by England against Scotland
                        in international football matches.
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 parameters
                        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 in percentage points
fn.optim                A wrapper to the optim function.
fn.solnp                A wrapper to the solnp function of the 'Rsolnp'
                        package of Ghalanos and Theussl (2016).
mGASFit                 Class for the Multivariate GAS fitted object
mGASFor                 Class for the Multivariate GAS Forecast object
mGASRoll                Class for the Multivariate GAS Rolling object
mGASSim                 Class for Multivariate GAS Simulation
mGASSpec                Class for the Multivariate GAS model
                        specification
plot                    Plot output from an object of the from the GAS
                        package.
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 from Bien et al (2011).
uGASFit                 Class for the univariate GAS fitted object
uGASFor                 Class for the univariate GAS forecast object
uGASRoll                Class for the univariate GAS rolling object
uGASSim                 Class for Univariate GAS Simulation
uGASSpec                Class for the univariate GAS model
                        specification
usunp                   US Monthly Civilian Unemployment Rate (UNRATE)
                        from 1948-01-01 to 2016-05-01
