FRB2.0-1 package

Fast and Robust Bootstrap

diagplot

Plot Method for Objects of class 'FRBmultireg'

FRBhotellingMM

Robust Hotelling test using the MM-estimator

FRBhotellingS

Robust Hotelling test using the S-estimator

FRBmultiregGS

GS-Estimates for multivariate regression with bootstrap confidence int...

FRBmultiregMM

MM-Estimates for Multivariate Regression with Bootstrap Inference

FRBmultiregS

S-Estimates for Multivariate Regression with Bootstrap Inference

FRBpcaMM

PCA based on Multivariate MM-estimators with Fast and Robust Bootstrap

FRBpcaS

PCA based on Multivariate S-estimators with Fast and Robust Bootstrap

GSboot_multireg

Fast and Robust Bootstrap for GS-Estimates

GSest_multireg

GS Estimates for Multivariate Regression

MMboot_loccov

Fast and Robust Bootstrap for MM-estimates of Location and Covariance

MMboot_multireg

Fast and Robust Bootstrap for MM-Estimates of Multivariate Regression

MMboot_twosample.rd

Fast and Robust Bootstrap for Two-Sample MM-estimates of Location and ...

MMest_loccov

S- and MM-Estimates of multivariate location and covariance matrix

MMest_multireg

MM-Estimates for Multivariate Regression

plot.FRBhot

Plot Method for Objects of class 'FRBhot'

plot.FRBmultireg

Plot Method for Objects of class 'FRBmultireg'

plot.FRBpca

Plot Method for Objects of class 'FRBpca'

Sboot_loccov

Fast and Robust Bootstrap for S-estimates of location/covariance

Sboot_multireg

Fast and Robust Bootstrap for S-Estimates of Multivariate Regression

Sboot_twosample.rd

Fast and Robust Bootstrap for Two-Sample S-estimates of Location and C...

Scontrol

Tuning parameters for multivariate S, MM and GS estimates

Sest_multireg

S-Estimates for Multivariate Regression

summary.FRBhot.rd

Summary Method for Objects of Class 'FRBhot'

summary.FRBmultireg

Summary Method for Objects of Class 'FRBmultireg'

summary.FRBpca

Summary Method for Objects of Class 'FRBpca'

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.

  • Maintainer: Valentin Todorov
  • License: GPL (>= 3)
  • Last published: 2024-10-07