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 ORCID iD [aut], Klaus Nordhausen ORCID iD [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:

Reference manual: fastM.html , fastM.pdf

Downloads:

Package source: fastM_0.0-5.tar.gz
Windows binaries: r-devel: fastM_0.0-5.zip, r-release: fastM_0.0-5.zip, r-oldrel: fastM_0.0-5.zip
macOS binaries: r-release (arm64): fastM_0.0-5.tgz, r-oldrel (arm64): fastM_0.0-5.tgz, r-release (x86_64): fastM_0.0-5.tgz, r-oldrel (x86_64): fastM_0.0-5.tgz
Old sources: fastM archive

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