Innovative and/or Additive Outlier Robust Kalman Filtering R package RobKF version 1.0.2 CRAN Task View: AnomalyDetection (https://CRAN.R-project.org/view=AnomalyDetection) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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>. Software Imports: Rcpp (>= 1.0.2), Rdpack, ggplot2, reshape2, Matrix LinkingTo: Rcpp, RcppEigen Daniel Grose <dan.grose@lancaster.ac.uk> Comprehensive R Archive Network (CRAN) Alex TM Fisch [aut], Daniel Grose [aut, cre], Idris A Eckley [aut, ths], Paul Fearnhead [aut, ths], Lawrence Bardwell [aut, ctb] GPL 2021-07-15 application/tgz https://CRAN.R-project.org/package=RobKF doi:10.32614/CRAN.package.RobKF