R Observatory: Metrics for robustGarch version 0.4.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

robustGarch

0.4.2

Robust Garch(1,1) Model

0packages depend

2.2Kdownloads / year

0.0%test coverage

13/13checks pass

Overview

About

Maintained by Echo LiuFirst published 2025-04-281 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("robustGarch", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("EchoRLiu/robustGarch")

Development version from EchoRLiu/robustGarch. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-robustgarch

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-robustGarch

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-robustGarch

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.0 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.01

0.0%

Coverage · measured lines

100%

Documentation · exports

5

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 165 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 88%
Return-value docs: 100%
References docs: 33%

Downloads

2.2K

CRAN downloads in the past year

Rank #17,437 · ~6/day · ~183/mo

Releases R versions

Daily download trend is not available in this view yet.

17130 days

61690 days

2.2K1 year

Compare downloads with other packages →

Also on121 r2u10 autocran

Repository

GitHub ↗ echorliu/robustgarch

1Stars

1Forks

8Open issues

2Open PRs

0Releases

153Commits

3Contributors

153 commits · Last activity 2025-05-19

Stars over time

2024-07-29 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/echorliu/robustgarch on 2026-08-16.

Continuous integration (1)

GitHub Actions

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.3.0

Imports (5)

Rsolnp nloptr rugarch zoo xts

LinkingTo (0)

none

Suggests (3)

rmarkdown testthat PCRA

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (3)

Maintainer (1)

Echo Liu

Author, Maintainer

Authors (3)

Echo Liu

Author, Maintainer

R. Douglas Martin

Author

Daniel Xia

Author

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.4.2Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-04-28
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.3.0
Download size: 26 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("robustGarch")

Format

Liu, E., Martin, R. D., & Xia, D. (2025). robustGarch: Robust Garch(1,1) Model (Version 0.4.2) [Computer software]. https://doi.org/10.32614/CRAN.package.robustGarch

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for robustGarch version 0.4.2 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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