FRB: an R Package for Robust Inference with Fast and Robust Bootstrap



We have written an R package that combines all our functions to compute robust multivariate Generalized S, S and MM estimates and to perform inference for these estimators based on the fast and robust bootstrap.
The most recent version of the package FRB can be downloaded from CRAN .
An overview of the package is available from the manual .
Questions can be sent to Gert Willems.