fastM: Fast Computation of Multivariate M-Estimators
Version 0.0-3

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) .

Package details

AuthorLutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
Date of publication2018-03-10 23:30:01 UTC
MaintainerKlaus Nordhausen <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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fastM documentation built on March 18, 2018, 1:38 p.m.