https://echorliu.r-universe.devRecent package updates in echorliuR-universehttps://github.com/echorliu.pnghttps://echorliu.r-universe.devSun, 05 Jan 2025 18:25:35 GMTyuhong.echo.liu@gmail.com (Echo Liu)A method for modeling robust GARCH (1,1) processes, providing robustness toward additive outliers instead of innovation outliers. This work is based on the methodology described by Muler and Yohai in 2008.https://github.com/r-universe/echorliu/actions/runs/29183699550Sun, 05 Jan 2025 18:25:35 GMTrobustGarch0.4.0successhttps://echorliu.r-universe.devhttps://github.com/echorliu/robustgarchrobustGarch-vignette.RmdrobustGarch-vignette.htmlIntroduction to the robustGarch package2020-08-30 20:33:472020-08-30 20:33:47