fastM: 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) <doi:10.1016/j.jmva.2015.11.009>.

Version:	0.0-4
Imports:	Rcpp (≥ 0.11.0)
LinkingTo:	Rcpp, RcppArmadillo
Published:	2018-05-24
Author:	Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
Maintainer:	Klaus Nordhausen <klaus.nordhausen at tuwien.ac.at>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
Materials:	ChangeLog
CRAN checks:	fastM results

Documentation:

Reference manual:

fastM.pdf

Downloads:

Package source:	fastM_0.0-4.tar.gz
Windows binaries:	r-devel: fastM_0.0-4.zip, r-release: fastM_0.0-4.zip, r-oldrel: fastM_0.0-4.zip
macOS binaries:	r-release (arm64): fastM_0.0-4.tgz, r-oldrel (arm64): fastM_0.0-4.tgz, r-release (x86_64): fastM_0.0-4.tgz, r-oldrel (x86_64): fastM_0.0-4.tgz
Old sources:	fastM archive

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