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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.0-5 |
rolling source/ R- | fastM_0.0-5.tar.gz |
18.0 KiB |
0.0-5 |
latest source/ R- | fastM_0.0-5.tar.gz |
18.0 KiB |
0.0-5 |
2026-04-23 source/ R- | fastM_0.0-5.tar.gz |
18.0 KiB |
0.0-5 |
2026-04-09 windows/windows R-4.5 | fastM_0.0-5.zip |
480.9 KiB |
Dependencies (latest)
Imports
- Rcpp (>= 0.11.0)