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 |
| DOI: | 10.32614/CRAN.package.FRB |
| 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:
| Reference manual: | FRB.html , FRB.pdf |
Downloads:
| Package source: | FRB_2.0-1.tar.gz |
| Windows binaries: | r-devel: FRB_2.0-1.zip, r-release: FRB_2.0-1.zip, r-oldrel: FRB_2.0-1.zip |
| macOS binaries: | r-release (arm64): FRB_2.0-1.tgz, r-oldrel (arm64): FRB_2.0-1.tgz, r-release (x86_64): FRB_2.0-1.tgz, r-oldrel (x86_64): FRB_2.0-1.tgz |
| Old sources: | FRB archive |
Linking:
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