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FRB: Fast and Robust Bootstrap
Perform robust inference based on applying Fast and Robust Bootstrap on robust estimators (Van Aelst and Willems (2013) <doi:10.18637/jss.v053.i03>). This method constitutes an alternative to ordinary bootstrap or asymptotic inference. procedures when using robust estimators such as S-, MM- or GS-estimators. The available methods are multivariate regression, principal component analysis and one-sample and two-sample Hotelling tests. It provides both the robust point estimates and uncertainty measures based on the fast and robust bootstrap.
Getting started
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Package details |
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| Author | Ella Roelant [aut], Stefan Van Aelst [aut], Gert Willems [aut], Valentin Todorov [cre] (<https://orcid.org/0000-0003-4215-0245>) |
| Maintainer | Valentin Todorov <valentin.todorov@chello.at> |
| License | GPL (>= 3) |
| Version | 2.0-1 |
| Package repository | View on CRAN |
| Installation |
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