fastM (0.0-4)

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) .

Maintainer: Klaus Nordhausen
Author(s): Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher

License: GPL (>= 2)

Uses: Rcpp

Released over 1 year ago.