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) .
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Klaus Nordhausen, 10 months ago
Browse source code at
GPL (>= 2)
Linking to Rcpp, RcppArmadillo
See at CRAN