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) .


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Reference manual

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install.packages("fastM")

0.0-4 by Klaus Nordhausen, 8 months ago


Browse source code at https://github.com/cran/fastM


Authors: Lutz Duembgen , Klaus Nordhausen , Heike Schuhmacher


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN