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davidkretch / bootrlm

Bootstrapped robust linear models in R
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bootrlm

Build Status codecov.io

bootrlm estimates robust linear models via bootstrap in R, implemented in C++ for speed. It currently supports MM-estimation, which is a robust estimation method that provides both high breakdown point and high efficiency. bootrlm is modeled after the rlm function in package MASS, some of whose code has been incorporated.

Note: This is not production-ready software. It is at the moment a test-bed for C++ development.

Usage

devtools::install_github("davidkretch/bootrlm")
library(bootrlm)
data(stackloss)
bootrlm_fit <- bootrlm(stack.loss ~ ., stackloss, r = 1000, method = "MM")