To cite package ‘RobKF’ in publications use:

Fisch A, Grose D, Eckley I, Fearnhead P, Bardwell L (2021). RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering. R package version 1.0.2, https://CRAN.R-project.org/package=RobKF.

Corresponding BibTeX entry:

  @Manual{,
    title = {RobKF: Innovative and/or Additive Outlier Robust Kalman
      Filtering},
    author = {Alex TM Fisch and Daniel Grose and Idris A Eckley and
      Paul Fearnhead and Lawrence Bardwell},
    year = {2021},
    note = {R package version 1.0.2},
    url = {https://CRAN.R-project.org/package=RobKF},
  }