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>.

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CRAN Check Status

2 NOTE

12 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	52.5s
r-devel-linux-x86_64-debian-gcc	NOTE	39.2s
r-devel-linux-x86_64-fedora-clang	OK	73.9s
r-devel-linux-x86_64-fedora-gcc	OK	84.3s
r-devel-macos-arm64	OK	15s
r-devel-windows-x86_64	OK	96s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	37s
r-oldrel-windows-x86_64	OK	107s
r-patched-linux-x86_64	OK	45.7s
r-release-linux-x86_64	OK	44.4s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	37s
r-release-windows-x86_64	OK	90s

Check details (14 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.

OK 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

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 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.

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Version History

new 1.2.0 Mar 9, 2026