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.

Install the latest version of this package by entering the following in R:
AuthorLutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
Date of publication2014-04-12 23:26:01
MaintainerKlaus Nordhausen <>
LicenseGPL (>= 2)

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