{
  "_id": "6a10290facfb0bcc41c912bb",
  "Package": "robustGarch",
  "Type": "Package",
  "Title": "Robust Garch(1,1) Model",
  "Version": "0.4.0",
  "Authors@R": "c(\nperson(\"Echo\", \"Liu\", email = \"yuhong.echo.liu@gmail.com\", role = c(\"aut\", \"cre\")),\nperson(\"Daniel\", \"Xia\", email = \"dxia94@gmail.com\", role = \"aut\"),\nperson(\"R. Douglas\", \"Martin\", email = \"dougPCRA@gmail.com\", role = \"aut\"))",
  "Description": "A method for modeling robust GARCH (1,1) processes,\nproviding robustness toward additive outliers instead of\ninnovation outliers. This work is based on the methodology\ndescribed by Muler and Yohai in 2008.",
  "License": "MIT + file LICENSE",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "URL": "https://github.com/EchoRLiu/robustGarch",
  "BugReports": "https://github.com/EchoRLiu/robustGarch/issues",
  "RoxygenNote": "7.3.2",
  "VignetteBuilder": "knitr",
  "Config/pak/sysreqs": "cmake",
  "Repository": "https://echorliu.r-universe.dev",
  "Date/Publication": "2025-01-05 18:25:35 UTC",
  "RemoteUrl": "https://github.com/echorliu/robustgarch",
  "RemoteRef": "HEAD",
  "RemoteSha": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-13 07:44:45 UTC",
    "User": "root"
  },
  "Author": "Echo Liu [aut, cre],\nDaniel Xia [aut],\nR. Douglas Martin [aut]",
  "Maintainer": "Echo Liu <yuhong.echo.liu@gmail.com>",
  "MD5sum": "bf480927d8f58da5b189ea7f8c57cccf",
  "_user": "echorliu",
  "_type": "src",
  "_file": "robustGarch_0.4.0.tar.gz",
  "_fileid": "ee303900b95088d386bf38b0c9b7b95c3681823743231d5b34331a20621034ba",
  "_filesize": 794943,
  "_sha256": "ee303900b95088d386bf38b0c9b7b95c3681823743231d5b34331a20621034ba",
  "_created": "2026-05-13T07:44:45.000Z",
  "_published": "2026-05-22T09:59:43.904Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 77357469962,
      "time": 138,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "6964386937"
    },
    {
      "job": 77357470112,
      "time": 162,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6964393690"
    },
    {
      "job": 77357470026,
      "time": 143,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "6964381434"
    },
    {
      "job": 77357469916,
      "time": 155,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6964379033"
    },
    {
      "job": 77357469791,
      "time": 190,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6964343150"
    },
    {
      "job": 77357469671,
      "time": 106,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7157830235"
    },
    {
      "job": 77357470051,
      "time": 85,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "6964370313"
    },
    {
      "job": 77357470408,
      "time": 89,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "6964372121"
    },
    {
      "job": 77357470165,
      "time": 80,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6964368559"
    }
  ],
  "_buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/echorliu/robustgarch",
  "_commit": {
    "id": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
    "author": "Doug Martin <103768518+robustport@users.noreply.github.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Merge pull request #47 from EchoRLiu/37-copyright-clarification\n\n37 copyright clarification",
    "time": 1736101535
  },
  "_maintainer": {
    "name": "Echo Liu",
    "email": "yuhong.echo.liu@gmail.com",
    "login": "rubynys",
    "uuid": 51496319
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 4.3.0",
      "role": "Depends"
    },
    {
      "package": "Rsolnp",
      "role": "Imports"
    },
    {
      "package": "nloptr",
      "role": "Imports"
    },
    {
      "package": "rugarch",
      "role": "Imports"
    },
    {
      "package": "zoo",
      "role": "Imports"
    },
    {
      "package": "xts",
      "role": "Imports"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    }
  ],
  "_owner": "echorliu",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 1,
  "_contributors": [
    {
      "user": "echorliu",
      "count": 103,
      "uuid": 59842097
    },
    {
      "user": "dan9401",
      "count": 44,
      "uuid": 36176321
    },
    {
      "user": "robustport",
      "count": 6,
      "uuid": 103768518
    }
  ],
  "_userbio": {
    "uuid": 59842097,
    "type": "user",
    "name": "Yuhong Liu"
  },
  "_downloads": {
    "count": 214,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/robustGarch"
  },
  "_devurl": "https://github.com/echorliu/robustgarch",
  "_searchresults": 6,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/readme.html",
    "extra/readme.md",
    "extra/robustGarch.html",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/echorliu/robustgarch",
  "_realowner": "echorliu",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.4.2",
      "date": "2025-04-28"
    }
  ],
  "_exports": [
    "robGarch"
  ],
  "_datasets": [
    {
      "name": "gspc",
      "title": "Daily log return of the GSPC from 2004-01-05 to 2024-08-02",
      "object": "gspc",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "GSPC_rtn"
      ],
      "rows": 5180,
      "table": true,
      "tojson": false
    }
  ],
  "_help": [
    {
      "page": "gspc",
      "title": "Daily log return of the GSPC from 2004-01-05 to 2024-08-02",
      "topics": [
        "gspc"
      ]
    },
    {
      "page": "robustGARCH-robGarch",
      "title": "Robust GARCH(1,1) Model Estimation",
      "topics": [
        "robGarch"
      ]
    },
    {
      "page": "robustGARCH-summary",
      "title": "Summary for robustGARCH class",
      "topics": [
        "aef",
        "coef.robustGARCH",
        "plot.robustGARCH",
        "print.robustGARCH",
        "robustGARCH-summary",
        "summary.robustGARCH"
      ]
    }
  ],
  "_readme": "https://github.com/echorliu/robustgarch/raw/HEAD/README.md",
  "_rundeps": [
    "chron",
    "codetools",
    "digest",
    "DistributionUtils",
    "FNN",
    "fracdiff",
    "future",
    "future.apply",
    "GeneralizedHyperbolic",
    "globals",
    "kernlab",
    "KernSmooth",
    "ks",
    "lattice",
    "listenv",
    "MASS",
    "Matrix",
    "mclust",
    "mgcv",
    "multicool",
    "mvtnorm",
    "nlme",
    "nloptr",
    "numDeriv",
    "parallelly",
    "pracma",
    "Rcpp",
    "RcppArmadillo",
    "Rsolnp",
    "rugarch",
    "SkewHyperbolic",
    "spd",
    "truncnorm",
    "xts",
    "zoo"
  ],
  "_vignettes": [
    {
      "source": "robustGarch-vignette.Rmd",
      "filename": "robustGarch-vignette.html",
      "title": "Introduction to the robustGarch package",
      "engine": "knitr::rmarkdown",
      "headings": [],
      "created": "2020-08-30 20:33:47",
      "modified": "2020-08-30 20:33:47",
      "commits": 1
    }
  ],
  "_score": 4,
  "_indexed": true,
  "_nocasepkg": "robustgarch",
  "_universes": [
    "echorliu",
    "rubynys"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.4.0",
      "date": "2026-05-13T07:46:55.000Z",
      "distro": "noble",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "4f346a412911ef28c18f1018a32fbe9032d2c381a38564931b39120ebed0feae",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.4.0",
      "date": "2026-05-13T07:47:18.000Z",
      "distro": "noble",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "45f809cfc3b0411c2e3a44089e7d196d568af8b8d0573611c3c63603a56773ed",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.4.0",
      "date": "2026-05-13T07:46:46.000Z",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "0cca17b714a779f040d2cc60951ba7a065ed67a24950bddb061f00ce19557323",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.4.0",
      "date": "2026-05-13T07:46:35.000Z",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "364d58e168f3a6209664bd03795b4c8452c2982d986f1da4bec2a4d4147e9e23",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.4.0",
      "date": "2026-05-13T07:46:01.000Z",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "a22439153cb7ac1768d9c97334a92c508ded1521deb4977ca6104c3ab976e3bd",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.4.0",
      "date": "2026-05-13T07:46:00.000Z",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "0e009cbd428ad188cf2de1dea0c20813806ac36e407de5e93cf2fab5fa890616",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.4.0",
      "date": "2026-05-13T07:45:54.000Z",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "36ec05502dc112275fc537a884e0e2b7964f746a8ac22a3641410e5e15a8008d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.4.0",
      "date": "2026-05-22T09:59:23.000Z",
      "commit": "04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7",
      "fileid": "0d626f2d2bbc24aaf23df7d30d9c922255e5fa2c9b91a858e51a677a0d0eb1cc",
      "status": "success",
      "buildurl": "https://github.com/r-universe/echorliu/actions/runs/25785458067"
    }
  ]
}