fastM: 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) <doi:10.1016/j.jmva.2015.11.009>.

Version: 0.0-4
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
Published: 2018-05-24
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

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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
OS X binaries: r-release: fastM_0.0-4.tgz, r-oldrel: fastM_0.0-4.tgz
Old sources: fastM archive

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