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.
| Version: |
2.0-1 |
| Depends: |
R (≥ 2.10) |
| Imports: |
rrcov, corpcor |
| Suggests: |
robustbase |
| Published: |
2024-10-07 |
| Author: |
Ella Roelant [aut],
Stefan Van Aelst [aut],
Gert Willems [aut],
Valentin Todorov 
[cre] |
| Maintainer: |
Valentin Todorov <valentin.todorov at chello.at> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
no |
| Citation: |
FRB citation info |
| Materials: |
NEWS |
| CRAN checks: |
FRB results |
Documentation:
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