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CRAN: Package fastM

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: 0.0-5 Imports: Rcpp (≥ 0.11.0) LinkingTo: Rcpp, RcppArmadillo Published: 2025-03-27 DOI: 10.32614/CRAN.package.fastM Author: Lutz Duembgen [aut], Klaus Nordhausen [aut, cre], Heike Schuhmacher [aut] Maintainer: Klaus Nordhausen <klausnordhausenr at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes Materials: ChangeLog CRAN checks: fastM results Documentation: Reference manual: fastM.pdf Downloads: 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-release (arm64): fastM_0.0-5.tgz, r-oldrel (arm64): 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 Linking:

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