Errors on UGASRoll methods; ES performance; classification problems

[MislavSag]

Hi,

First, thanks for such a great package. There are 3 things I would like to ask:

Classification problem:

If I get it right, the GAS can be used for both regression and classification problems. I would like to know which distributions would be the most suitable for:

1. binary classification problem (say 0 and 1).
2. multiclass classification problem (say -1, 0, 1)?

My plan is to label financial time series as {0,1} or {-1,0,1} and try to apply GAS for VAR/ES prediction. I am even sure this is possible.

ES performance

Estimating the expected shortfall is very slow for some distributions (for example ast). Is there a possibility to estimate ES in parallel to boost performance?

Errors

There are some errors for UGASRoll methods:

1. residuals method for std distribution returns an error:

Error in NextMethod(.Generic) : 
  dims [product 500] do not match the length of object [6022]
In addition: Warning message:
In `-.default`(vY, mMoments[, 1L]) :
  longer object length is not a multiple of shorter object length

2. coef method for std distribution returns an error:

Error: $ operator not defined for this S4 class