Package: FRB 2.0-1

Valentin Todorov

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.

Authors:Ella Roelant [aut], Stefan Van Aelst [aut], Gert Willems [aut], Valentin Todorov [cre]

FRB_2.0-1.tar.gz
FRB_2.0-1.tar.gz(r-4.5-noble)FRB_2.0-1.tar.gz(r-4.4-noble)
FRB_2.0-1.tgz(r-4.4-emscripten)FRB_2.0-1.tgz(r-4.3-emscripten)
FRB.pdf |FRB.html
FRB/json (API)
NEWS

# Install 'FRB' in R:
install.packages('FRB', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 5 scripts 220 downloads 28 exports 7 dependencies

Last updated 2 months agofrom:d335deef42. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 07 2024
R-4.5-linuxOKDec 07 2024

Exports:diagplotFRBhotellingMMFRBhotellingSFRBmultiregGSFRBmultiregMMFRBmultiregSFRBpcaMMFRBpcaSGSboot_multiregGScontrolGSest_multiregMMboot_loccovMMboot_multiregMMboot_twosampleMMcontrolMMest_loccovMMest_multiregMMest_twosampleplotFRBanglesplotFRBloadingsplotFRBvarsSboot_loccovSboot_multiregSboot_twosampleScontrolSest_loccovSest_multiregSest_twosample

Dependencies:corpcorDEoptimRlatticemvtnormpcaPProbustbaserrcov

Readme and manuals

Help Manual

Help pageTopics
Plot Method for Objects of class 'FRBmultireg'diagplot diagplot.FRBhot diagplot.FRBmultireg diagplot.FRBpca
Swiss (forged) bank notes dataForgedBankNotes
Robust Hotelling test using the MM-estimatorFRBhotellingMM FRBhotellingMM.default FRBhotellingMM.formula
Robust Hotelling test using the S-estimatorFRBhotellingS FRBhotellingS.default FRBhotellingS.formula
GS-Estimates for multivariate regression with bootstrap confidence intervalsFRBmultiregGS FRBmultiregGS.default FRBmultiregGS.formula
MM-Estimates for Multivariate Regression with Bootstrap InferenceFRBmultiregMM FRBmultiregMM.default FRBmultiregMM.formula predict.FRBmultireg print.FRBmultireg vcov.FRBmultireg
S-Estimates for Multivariate Regression with Bootstrap InferenceFRBmultiregS FRBmultiregS.default FRBmultiregS.formula
PCA based on Multivariate MM-estimators with Fast and Robust BootstrapFRBpcaMM FRBpcaMM.default FRBpcaMM.formula print.FRBpca
PCA based on Multivariate S-estimators with Fast and Robust BootstrapFRBpcaS FRBpcaS.default FRBpcaS.formula
Fast and Robust Bootstrap for GS-EstimatesGSboot_multireg
GS Estimates for Multivariate RegressionGSest_multireg GSest_multireg.default GSest_multireg.formula
Fast and Robust Bootstrap for MM-estimates of Location and CovarianceMMboot_loccov
Fast and Robust Bootstrap for MM-Estimates of Multivariate RegressionMMboot_multireg
Fast and Robust Bootstrap for Two-Sample MM-estimates of Location and CovarianceMMboot_twosample
S- and MM-Estimates of multivariate location and covariance matrixMMest_loccov MMest_twosample Sest_loccov Sest_twosample
MM-Estimates for Multivariate RegressionMMest_multireg MMest_multireg.default MMest_multireg.formula
Plot Method for Objects of class 'FRBhot'plot.FRBhot
Plot Method for Objects of class 'FRBmultireg'plot.FRBmultireg
Plot Method for Objects of class 'FRBpca'plot.FRBpca plotFRBangles plotFRBloadings plotFRBvars
Fast and Robust Bootstrap for S-estimates of location/covarianceSboot_loccov
Fast and Robust Bootstrap for S-Estimates of Multivariate RegressionSboot_multireg
Fast and Robust Bootstrap for Two-Sample S-estimates of Location and CovarianceSboot_twosample
School Dataschooldata
Tuning parameters for multivariate S, MM and GS estimatesGScontrol MMcontrol Scontrol
S-Estimates for Multivariate RegressionSest_multireg Sest_multireg.default Sest_multireg.formula
Summary Method for Objects of Class 'FRBhot'print.summary.FRBhot summary.FRBhot
Summary Method for Objects of Class 'FRBmultireg'print.summary.FRBmultireg summary.FRBmultireg
Summary Method for Objects of Class 'FRBpca'print.summary.FRBpca summary.FRBpca