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.

Version: 0.0-2
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
Published: 2014-04-12
Author: Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
Maintainer: Klaus Nordhausen <klaus.nordhausen 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_0.0-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: fastM_0.0-2.tgz, r-oldrel: fastM_0.0-2.tgz
Old sources: fastM archive


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