Depends: R(>= 3.4), methods, distrMod(>= 2.8.1), ROptEst(>= 1.2.0),
Imports: RobAStRDA, distr, distrEx(>= 2.8.0), RandVar, RobAStBase(>=
role="ctb", comment="contributed smoothed grid values of the Lagrange
multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed
smoothed grid values of the Lagrange multipliers"), person("Eugen", "Massini",
role="ctb", comment="contributed an interactive smoothing routine for smoothing
the Lagrange multipliers and smoothed grid values of the Lagrange multipliers"),
person("Daria", "Pupashenko", role="ctb", comment="contributed MDE-estimation for
GEV distribution in the framework of her PhD thesis 2011--14"), person("Gerald",
"Kroisandt", role="ctb", comment="contributed testing routines"),
person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", "Ruckdeschel",
LastChangedDate: {$LastChangedDate: 2019-04-02 21:10:23 +0200 (Di, 02

Title: Robust Bootstrap Forecast Densities for GARCH Models
Description: 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>.
Packaged: 2019-10-31 23:14:27 UTC; ctruciosm

Packaged: 2020-05-13 00:10:03 UTC; ctruciosm

Imports: Rcpp (>= 1.0.3), foreach, doParallel, doRNG
Packaged: 2020-11-24 14:11:17 UTC; ctruciosm

Packaged: 2020-12-07 19:02:34 UTC; ctruciosm

Packaged: 2020-12-17 12:11:28 UTC; ctruciosm

Title: Innovative and/or Additive Outlier Robust Kalman Filtering
Description: 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>.
Imports: Rcpp (>= 1.0.2), Rdpack, ggplot2, reshape2, Matrix