fastM (version 0.0-5)

Fast Computation of Multivariate M-Estimators

Description

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) .

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Version

Install

install.packages('fastM')

Monthly Downloads

265

Version

0.0-5

License

GPL (>= 2)

Maintainer

Klaus Nordhausen

Last Published

March 27th, 2025

Functions in fastM (0.0-5)

TYLERshape

Tyler's Shape Matrix

MVTMLE

M-estimator of Location and Scatter Using Weights Coming From the Multivariate t-distribution

fastM-package

tools:::Rd_package_title("fastM")

MVTMLE0r

Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution

DUEMBGENshape

Duembgen's Shape Matrix

MVTMLEsymm

Symmetrized M-estimator of Scatter Using Weights Coming From the t-distribution