The Fast and Robust Bootstrap (FRB) package is an implementation of advanced statistical methods for robust regression analysis. This project, forked from ms alibian/FRB, focuses on: Implementing the Fast and Robust Bootstrap as proposed by Salibian-Barrera and Zamar (2002), and Salibian-Barrera, Van Aels, and Willems (2008) Providing tools for robust regression estimators, specifically MM-estimators computed with robustbase::lmrob Key features: Efficient computation of bootstrap estimates for robust regression coefficients Estimation of covariance matrices for robust regression estimators Compatibility with lmrob objects from the robustbase package Usage example:
This package is particularly useful for researchers and data scientists working with regression models in the presence of outliers or when robust statistical inference is required. It showcases the application of advanced statistical methods to improve the reliability of regression analyses in challenging datasets.