Package: robustGarch
Type: Package
Title: Robust Garch(1,1) Model
Version: 0.4.2
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 generalized autoregressive conditional heteroskedasticity (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 (2008) <doi:10.1016/j.jspi.2007.11.003>.
License: MIT + file LICENSE
Encoding: UTF-8
URL: https://github.com/EchoRLiu/robustGarch
BugReports: https://github.com/EchoRLiu/robustGarch/issues
RoxygenNote: 7.3.2
Suggests: rmarkdown, testthat, PCRA
Imports: Rsolnp, nloptr, rugarch, zoo, xts
Depends: R (>= 4.3.0)
NeedsCompilation: no
Packaged: 2025-04-27 18:12:42 UTC; yuhongliu
Author: Echo Liu [aut, cre],
  Daniel Xia [aut],
  R. Douglas Martin [aut]
Maintainer: Echo Liu <yuhong.echo.liu@gmail.com>
Repository: CRAN
Date/Publication: 2025-04-28 18:50:02 UTC
Built: R 4.6.0; ; 2026-04-28 10:09:22 UTC; unix
