fastM: Fast Computation of Multivariate M-Estimators
Implements the new algorithm for fast computation of M-scatter matrices using a partial Newton-Raphson procedure for several estimators. The algorithm is described in Duembgen, Nordhausen and Schuhmacher (2016) <doi:10.1016/j.jmva.2015.11.009>.
Version: |
0.0-5 |
Imports: |
Rcpp (≥ 0.11.0) |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2025-03-27 |
Author: |
Lutz Duembgen
[aut],
Klaus Nordhausen
[aut, cre],
Heike Schuhmacher [aut] |
Maintainer: |
Klaus Nordhausen <klausnordhausenr at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
ChangeLog |
CRAN checks: |
fastM results |
Documentation:
Downloads:
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