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General-to-Specific (GETS) Modelling and Indicator Saturation Methods

3packages depend
10.3Kdownloads / year
37.5%test coverage
13/13flavors OK

Overview

About

Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean, see Pretis, Reade and Sucarrat (2018) doi:10.18637/jss.v086.i03 for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) doi:10.32614/RJ-2021-024.

Changes in 0.40
  • stylistic changes to DESCRIPTION file
  • print.logitx(): bug-fix, p-values are now correct (earlier they were half the correct size)
  • larch(): new argument 'user.estimator'
  • gets.larch(): new default (FALSE) on argument 'include.1cut'
  • changes to regressorsVariance():
  • new argument 'arch.prefix'
  • new argument 'log.regressand'
  • changes to isat() and related functions:
  • new functions create.ISmatrices(), ISMatricesLoop(), ISadditionalblocksearch() and ISblocksFun() to improve isat() structure
  • include.gum() argument is now active again (small change in coef.isat() and isat.lm() to reflect that as well)
  • improved algorithm to deal with small sample challenges
  • improved error messaging within isat()
Show all changes in 0.40Hide the rest of the changes in 0.40
  • small changes to isat.arx() and iim() to standardise behaviour of column naming
  • algorithm to deal with small sample challenges is controlled by the argument 'additional.block.search' and disabled by default with a clear error message
  • isat() now allows the case of no selected indicator saturation method (will just run arx() in the end but return an isat() object)
  • print.isat(): Now includes a printed note when include.gum = TRUE and indicators with a p.value > t.pval are retained
  • predict.isat(): indicator predictions are now created automatically based on the detected indicators in the isat object. If they are still supplied, the supplied ones will be used (with a message) to ensure backward compatability.
  • as.arx.isat(): new function to convert an isat() object to an arx() object
  • as.isat(): new function to convert gets or arx objects to an isat() object
  • gets.isat(): use the new as.arx.isat() function within gets.isat()
  • expanded test files and documentation
  • bug fix in isat() related to the estimation.counter

From NEWS in the release

Install

Health

CRAN checks
13OK
Slowest check: 6.4 min · r-release-macos-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE11 OK, 2 NOTE2026-06-09
  • WARNING11 OK, 1 NOTE, 1 WARNING2026-06-08
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.40
READMENoVignettesYes · 2 · staticNEWSYes · 100% structured · mentions 0.40Citation fileYes · cites a publicationWebsiteYes
Cites a JSS article
Help pages
63includes a package overview page
Examples that run
84%47 run in a plain check · 2 never run · 7 hold no code
Exported functions with examples
94%
Documented parameters
95%
Return-value docs
96%
Help pages citing references
62%

Downloads

10.3K
CRAN downloads in the past year
Rank #3,743 · ~28/day · ~861/mo
Daily download trend is not available in this view yet.
96830 days
2.6K90 days
10.3K1 year
Compare downloads with other packages →
Also on130 r2u9 autocran178 c2d4u

Repository

10Stars
5Forks
11Open issues
1Open PRs
0Releases
418Commits
5Commit identities
418 commits · Last activity 2026-07-27 · Discussions: 1 post
Responsiveness
How these are sampled
PRs merged (all time)
77%
Median days to close, 50 most recently updated closed issues
27
Median days to close, 50 most recently updated closed PRs
9

Stars over time

2025-08-15 · 102026-07-07 · 10
PracticesBeta

2 development-tooling and community-health practices detected across 1 family in the upstream repository

Checks run against github.com/gsucarrat/gets on 2026-10-11.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)

Installing gets adds 1 package (1 with compiled code, 675 KB of source tarballs). Heaviest: zoo 675 KB.

Depends (3)
R >= 3.3.0zooparallel
Imports (1)
methods
LinkingTo (0)
none
Suggests (4)
Enhances (0)
none
Reverse dependencies
3direct
0indirect
Depends 1 · Imports 2
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (5)
Author, Maintainer since 0.1 (2014)
Author · added in 0.2
Author · added in 0.2
Contributor · added in 0.24
Contributor · added in 0.24
Releases (33)

Pick two releases to compare their code metrics.

  • 0.40Latest
    record
    2026-07-28 · current release · diff ↗ ·
    added 2 exports
    as.arx.isat, as.isat
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.38
    record
    2024-07-14 · diff ↗ ·
    added 16 exports
    nobs.arx, larchEstfun, larch, coef.larch, fitted.larch, gets.larch, logLik.larch, model.matrix.larch, nobs.larch, plot.larch, predict.larch, print.larch, residuals.larch, summary.larch, toLatex.larch, vcov.larch
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.37
    record
    2022-10-09 · diff ↗
  • 0.36
    record
    2022-07-03 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 0.35
    record
    2022-03-22 · diff ↗ ·
    removed 9 exports
    coef.dlogitx, fitted.dlogitx, gets.dlogitx, logLik.dlogitx, plot.dlogitx, print.dlogitx, summary.dlogitx, toLatex.dlogitx, vcov.dlogitx
    added 14 exports
    logitxSim, logitx, coef.logitx, fitted.logitx, gets.logitx, logLik.logitx, plot.logitx, print.logitx, summary.logitx, toLatex.logitx, vcov.logitx, distorttest, distorttestboot, print.distorttestboot
  • 0.29
    record
    2021-09-03 · diff ↗ ·
    added 8 exports
    as.arx, model.matrix.arx, isat.default, gets.isat, isat.lm, isat.arx, as.arx.lm, gets.lm
  • R
    R 4.1.0 released · 2021-05-18
  • 0.27
    record
    2021-02-21 · diff ↗ ·
    added 12 exports
    dlogitxSim, logit, dlogitx, coef.dlogitx, fitted.dlogitx, gets.dlogitx, logLik.dlogitx, plot.dlogitx, print.dlogitx, summary.dlogitx, toLatex.dlogitx, vcov.dlogitx
  • 0.26
    record
    2020-10-14 · diff ↗ ·
    added 1 export
    gmm
  • 0.25
    record
    2020-08-11 · diff ↗
  • 0.24
    record
    2020-07-29 · diff ↗ ·
    added 4 exports
    blocksFun, regressorsVariance, as.lm, gets.arx
Show 30 earlier eventsHide 30 earlier events
  • 0.23
    record
    2020-05-04 · diff ↗ ·
    added 2 exports
    toLatex.arx, toLatex.gets
  • R
    R 4.0.0 released · 2020-04-24
  • 0.22
    record
    2020-04-01 · diff ↗
  • 0.21
    record
    2019-09-30 · diff ↗
  • 0.20
    record
    2019-09-18 · diff ↗ ·
    added 1 export
    regressorsMean
  • 0.19
    record
    2019-07-10 · diff ↗ ·
    added 8 exports
    gets, isatdates, isatloop, isatvarcorrect, mvrnormsim, outlierscaletest, outliertest, vargaugeiis
  • R
    R 3.6.0 released · 2019-04-26
  • 0.18
    record
    2019-02-25 · diff ↗
  • 0.17
    record
    2019-01-08 · diff ↗ ·
    added 1 export
    printtex
  • 0.16
    record
    2018-08-28 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 0.15
    record
    2018-04-04 · diff ↗
  • 0.14
    record
    2018-01-07 · diff ↗
  • 0.13
    record
    2017-10-07 · diff ↗ ·
    added 2 exports
    getsFun, infocrit
  • R
    R 3.4.0 released · 2017-04-21
  • 0.12
    record
    2017-02-18 · diff ↗
  • 0.11
    record
    2017-02-17 · diff ↗ ·
    added 2 exports
    ES, VaR
  • 0.10
    record
    2017-01-17 · diff ↗ ·
    removed 1 export
    jb.test
    added 4 exports
    rsquared, sigma.arx, sigma.gets, sigma.isat
  • 0.9
    record
    2016-10-03 · diff ↗ ·
    added 4 exports
    predict.gets, predict.isat, isvarcor, isvareffcor
  • 0.8
    record
    2016-06-29 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 0.7
    record
    2016-04-11 · diff ↗
  • 0.6
    record
    2016-03-10 · diff ↗
  • 0.5
    record
    2016-02-29 · diff ↗ ·
    added 10 exports
    periodicdummies, predict.arx, coef.isat, fitted.isat, logLik.isat, plot.isat, print.isat, residuals.isat, summary.isat, vcov.isat
  • 0.4
    record
    2015-12-19 · diff ↗ ·
    added 3 exports
    eviews, stata, recursive
  • 0.3
    record
    2015-11-26 · diff ↗ ·
    removed 1 export
    skewness.test
    added 6 exports
    logLik.arx, biascorr, isattest, iim, sim, tim
  • R
    R 3.2.0 released · 2015-04-16
  • 0.2
    record
    2014-12-22 · diff ↗ ·
    removed 3 exports
    glog.ep, regs.mean, regs.var
    added 6 exports
    diagnostics, dropvar, plot.arx, plot.gets, isat, isatvar
  • 0.1
    record
    2014-10-15
  • R
    R 3.1.0 released · 2014-04-10

Package metadata

First published
2014-10-15
Total releases
33 / 12 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.3.0
Bundled data
162 KB / 4 files
Download size
1.0 MB
Appears in task views

Cite

Cite this package

Run in R for the authors' entry:

citation("gets")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v086.i03.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for gets version 0.40 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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