Robust Bootstrap Forecast Densities for GARCH Models
Bootstrap forecast densities for GARCH (Generalized Autoregressive Conditional Heteroskedastic) returns and volatilities using the robust residual-based bootstrap procedure of Trucios, Hotta and Ruiz (2017) <DOI:10.1080/00949655.2017.1359601>.

Rcpp (>= 1.0.3), foreach, doParallel, doRNG

Innovative and/or Additive Outlier Robust Kalman Filtering
c(person("Alexander","Fisch",email="a.t.fisch@lancaster.ac.uk",role=c("aut")),
person("Daniel","Grose",email="dan.grose@lancaster.ac.uk",role=c("aut","cre")),
person("Idris","Eckley",email="i.eckley@lancaster.ac.uk",role=c("ths")),
person("Paul","Fearnhead",email="p.fearnhead@lancaster.ac.uk",role=c("ths")),
person("Bardwell","Lawrence",email="l.bardwell@lancaster.ac.uk",role=c("ctb")))
Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) <arXiv:1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <arXiv:1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <arXiv:2007.03238>.
Rcpp (>= 1.0.2), Rdpack, ggplot2, reshape2, Matrix
Alexander Fisch [aut],
Daniel Grose [aut, cre],
Idris Eckley [ths],
Paul Fearnhead [ths],
Bardwell Lawrence [ctb]

c(person("Alex TM","Fisch",email="a.t.fisch@lancaster.ac.uk",role=c("aut")),
person("Daniel","Grose",email="dan.grose@lancaster.ac.uk",role=c("aut","cre")),
person("Idris A","Eckley",email="i.eckley@lancaster.ac.uk",role=c("aut","ths")),
person("Paul","Fearnhead",email="p.fearnhead@lancaster.ac.uk",role=c("aut","ths")),
person("Lawrence","Bardwell",email="l.bardwell@lancaster.ac.uk",role=c("aut","ctb")))
Alex TM Fisch [aut],
Daniel Grose [aut, cre],
Idris A Eckley [aut, ths],
Paul Fearnhead [aut, ths],
Lawrence Bardwell [aut, ctb]

Optimally robust influence curves for location and scale
functions for the determination of optimally
robust influence curves in case of normal
location with unknown scale