DESCRIPTION

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)