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FRB

Fast and Robust Bootstrap

v2.0-1 · Oct 7, 2024 · GPL (>= 3)

Description

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.

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r-devel-linux-x86_64-debian-gcc OK
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies rrcov corpcor FRB

Version History

6 tracked
new 2.0-1 Mar 10, 2026
updated 2.0-1 ← 1.8 diff Oct 6, 2024
updated 1.8 ← 1.7 diff Apr 15, 2013
updated 1.7 ← 1.6 diff Oct 28, 2012
updated 1.6 ← 1.4 diff Sep 17, 2009
new 1.4 May 12, 2009