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) .
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0.0-5 by Klaus Nordhausen, 2 years ago
Browse source code at https://github.com/cran/fastM
Authors: Lutz Duembgen [aut] , Klaus Nordhausen [aut, cre] , Heike Schuhmacher [aut]
Documentation: PDF Manual
GPL (>= 2) license
Imports Rcpp
Linking to Rcpp, RcppArmadillo
See at CRAN