Fast and Robust Bootstrap
Description
Perform robust inference based on applying Fast and Robust Bootstrap
on robust estimators (Van Aelst and Willems (2013) ).
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.