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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Klaus Nordhausen, 8 months ago
Browse source code at
GPL (>= 2)
Linking to Rcpp, RcppArmadillo
See at CRAN