RobGARCHBoot
Robust Bootstrap Forecast Densities for GARCH Models
v1.2.0
·
Dec 17, 2020
·
GPL (>= 2)
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>.
Downloads
285
Last 30 days
14559th
743
Last 90 days
2.7K
Last year
Trend: +30.1% (30d vs prior 30d)
CRAN Check Status
2
NOTE
12
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Carlos Trucios <ctrucios@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Carlos",
family = "Trucios",
role = c("aut", "cre"),
email = "ctrucios@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Carlos Trucios <ctrucios@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Carlos",
family = "Trucios",
role = c("aut", "cre"),
email = "ctrucios@gmail.com")
as necessary.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Carlos Trucios <ctrucios@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Carlos",
family = "Trucios",
role = c("aut", "cre"),
email = "ctrucios@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Carlos Trucios <ctrucios@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Carlos",
family = "Trucios",
role = c("aut", "cre"),
email = "ctrucios@gmail.com")
as necessary.