CRAN/E | fastM

fastM

Fast Computation of Multivariate M-Estimators

Installation

About

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.

Key Metrics

Version 0.0-4
Published 2018-05-24 2161 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks fastM results

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Maintainer

Maintainer

Klaus Nordhausen

klaus.nordhausen@tuwien.ac.at

Authors

Lutz Duembgen
Klaus Nordhausen
Heike Schuhmacher

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fastM archive

Imports

Rcpp ≥ 0.11.0

LinkingTo

Rcpp
RcppArmadillo