Fast Computation of Multivariate M-Estimators
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 6includes a package overview page
- Examples that run
- 100%5 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Dependencies
Installing fastM adds 2 packages (2 with compiled code, 2.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.0-5Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.0-42018-05-24 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.0-32018-03-11 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 0.0-22014-04-12 · diff ↗
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- RR 3.1.0 released · 2014-04-10
- 0.0-12014-02-27
- RR 3.0.0 released · 2013-04-03
Package metadata
- First published
- 2014-02-27
- Total releases
- 5 / 12 yrs
- License
- GPL (>= 2) OSI
- Download size
- 18 KB
Cite
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