fastM: Fast Computation of Multivariate M-estimators

The package implements the new algorithm for fast computation of M-scatter matrices using a partial Newton-Raphson procedure for several estimators.

Author
Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
Date of publication
2014-04-12 23:26:01
Maintainer
Klaus Nordhausen <klaus.nordhausen@utu.fi>
License
GPL (>= 2)
Version
0.0-2

View on CRAN

Man pages

DUEMBGENshape
Duembgen's Shape Matrix
fastM-package
Fast Computation of Multivariate M-estimators
MVTMLE
M-estimator of Location and Scatter Using Weights Coming From...
MVTMLE0r
Different Algorithms for M-estimation of Scatter Using...
MVTMLEsymm
Symmetrized M-estimator of Scatter Using Weights Coming From...
TYLERshape
Tyler's Shape Matrix

Files in this package

fastM
fastM/inst
fastM/inst/ChangeLog
fastM/src
fastM/src/Makevars
fastM/src/MVTMLE.h
fastM/src/MVTMLE.cpp
fastM/src/Makevars.win
fastM/NAMESPACE
fastM/R
fastM/R/MVTMLEsymm2wrap.R
fastM/R/MVTMLEsymm1wrap.R
fastM/R/MVTMLEr2.R
fastM/R/MVTMLEr.R
fastM/R/MVTMLE0wrap.R
fastM/R/MVTMLE_R_ALGS.R
fastM/R/Duembgen.R
fastM/R/MVTMLEwrap.R
fastM/R/TYLERsymm1wrap.R
fastM/R/MVTMLEsymm.R
fastM/R/TYLERsymm2wrap.R
fastM/R/TYLERwrap.R
fastM/MD5
fastM/DESCRIPTION
fastM/man
fastM/man/fastM-package.Rd
fastM/man/DUEMBGENshape.Rd
fastM/man/MVTMLE0r.Rd
fastM/man/MVTMLEsymm.Rd
fastM/man/TYLERshape.Rd
fastM/man/MVTMLE.Rd