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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0-1 |
rolling source/ R- | FRB_2.0-1.tar.gz |
99.4 KiB |
2.0-1 |
rolling linux/jammy R-4.5 | FRB_2.0-1.tar.gz |
612.3 KiB |
2.0-1 |
latest source/ R- | FRB_2.0-1.tar.gz |
99.4 KiB |
2.0-1 |
latest linux/jammy R-4.5 | FRB_2.0-1.tar.gz |
612.3 KiB |
2.0-1 |
2026-04-23 source/ R- | FRB_2.0-1.tar.gz |
99.4 KiB |
2.0-1 |
2026-04-09 windows/windows R-4.5 | FRB_2.0-1.zip |
616.2 KiB |
2.0-1 |
2025-04-20 source/ R- | FRB_2.0-1.tar.gz |
99.4 KiB |