General-to-Specific (GETS) Modelling and Indicator Saturation Methods
Overview
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.
- 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
- OK13 OK2026-08-05
- NOTE11 OK, 2 NOTE2026-06-09
- WARNING11 OK, 1 NOTE, 1 WARNING2026-06-08
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- 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
Repository
- 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
Forks over time
Issues over time
PRs over time
Commits over time
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.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Dependencies
Installing gets adds 1 package (1 with compiled code, 675 KB of source tarballs). Heaviest: zoo 675 KB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- 0.40Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.382024-07-14 · 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 - RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.372022-10-09 · diff ↗
- 0.362022-07-03 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.352022-03-22 · diff ↗ ·
removed 9 exports
coef.dlogitx, fitted.dlogitx, gets.dlogitx, logLik.dlogitx, plot.dlogitx, print.dlogitx, summary.dlogitx, toLatex.dlogitx, vcov.dlogitxadded 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 - 0.292021-09-03 · diff ↗ ·
added 8 exports
as.arx, model.matrix.arx, isat.default, gets.isat, isat.lm, isat.arx, as.arx.lm, gets.lm - RR 4.1.0 released · 2021-05-18
- 0.272021-02-21 · 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
- 0.252020-08-11 · diff ↗
- 0.24
Show 30 earlier eventsHide 30 earlier events
- 0.23
- RR 4.0.0 released · 2020-04-24
- 0.222020-04-01 · diff ↗
- 0.212019-09-30 · diff ↗
- 0.20
- 0.192019-07-10 · diff ↗ ·
added 8 exports
gets, isatdates, isatloop, isatvarcorrect, mvrnormsim, outlierscaletest, outliertest, vargaugeiis - RR 3.6.0 released · 2019-04-26
- 0.182019-02-25 · diff ↗
- 0.17
- 0.162018-08-28 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.152018-04-04 · diff ↗
- 0.142018-01-07 · diff ↗
- 0.13
- RR 3.4.0 released · 2017-04-21
- 0.122017-02-18 · diff ↗
- 0.11
- 0.102017-01-17 · diff ↗ ·
removed 1 export
jb.testadded 4 exports
rsquared, sigma.arx, sigma.gets, sigma.isat - 0.9
- 0.82016-06-29 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 0.72016-04-11 · diff ↗
- 0.62016-03-10 · diff ↗
- 0.52016-02-29 · 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
- 0.32015-11-26 · diff ↗ ·
removed 1 export
skewness.testadded 6 exports
logLik.arx, biascorr, isattest, iim, sim, tim - RR 3.2.0 released · 2015-04-16
- 0.22014-12-22 · diff ↗ ·
removed 3 exports
glog.ep, regs.mean, regs.varadded 6 exports
diagnostics, dropvar, plot.arx, plot.gets, isat, isatvar - 0.12014-10-15
- RR 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
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.
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