{ "_id": "6a54802cff0138dec5d64493", "Package": "FRB", "Version": "2.0-1", "VersionNote": "Archived on CRAN 2013-04-16", "Title": "Fast and Robust Bootstrap", "Authors@R": "c(person(\" Ella\", \"Roelant\", role = \"aut\")\n, person(\" Stefan\", \"Van Aelst\", role = \"aut\")\n, person(\"Gert\", \"Willems\", role = \"aut\")\n, person(\"Valentin\", \"Todorov\", role = c(\"cre\"), email = \"valentin.todorov@chello.at\", comment=c(ORCID = \"0000-0003-4215-0245\")) )", "Description": "Perform robust inference based on applying Fast and Robust\nBootstrap on robust estimators (Van Aelst and Willems (2013)\n). This method constitutes an\nalternative to ordinary bootstrap or asymptotic inference.\nprocedures when using robust estimators such as S-, MM- or\nGS-estimators. The available methods are multivariate\nregression, principal component analysis and one-sample and\ntwo-sample Hotelling tests. 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