Package: robustGarch
Type: Package
Title: Robust Garch(1,1) Model
Version: 0.4.0
Authors@R: c(
    person("Echo", "Liu", email = "yuhong.echo.liu@gmail.com", role = c("aut", "cre")),
    person("Daniel", "Xia", email = "dxia94@gmail.com", role = "aut"),
    person("R. Douglas", "Martin", email = "dougPCRA@gmail.com", role = "aut"))
Description: 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.
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
Suggests: knitr, rmarkdown, testthat
Imports: Rsolnp, nloptr, rugarch, zoo, xts
VignetteBuilder: knitr
Depends: R (>= 4.3.0)
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: 2026-07-12 07:10:39 UTC; root
Author: Echo Liu [aut, cre],
  Daniel Xia [aut],
  R. Douglas Martin [aut]
Maintainer: Echo Liu <yuhong.echo.liu@gmail.com>