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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 |
| DOI: | 10.32614/CRAN.package.fastM |
| 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 |
| Reference manual: | fastM.pdf |
| 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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