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: | 0.0-5 |
Imports: | Rcpp (≥ 0.11.0) |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2025-03-27 |
DOI: | 10.32614/CRAN.package.fastM |
Author: | Lutz Duembgen |
Maintainer: | Klaus Nordhausen <klausnordhausenr at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Materials: | ChangeLog |
CRAN checks: | fastM results |
Reference manual: | fastM.pdf |
Package source: | fastM_0.0-5.tar.gz |
Windows binaries: | r-devel: fastM_0.0-5.zip, r-release: fastM_0.0-5.zip, r-oldrel: fastM_0.0-5.zip |
macOS binaries: | r-devel (arm64): fastM_0.0-5.tgz, r-release (arm64): fastM_0.0-5.tgz, r-oldrel (arm64): fastM_0.0-5.tgz, r-devel (x86_64): fastM_0.0-5.tgz, r-release (x86_64): fastM_0.0-5.tgz, r-oldrel (x86_64): fastM_0.0-5.tgz |
Old sources: | fastM archive |
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