Package: fastM
Type: Package
Title: Fast Computation of Multivariate M-Estimators
Version: 0.0-4
Date: 2018-05-23
Author: Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher 
Maintainer: Klaus Nordhausen <klaus.nordhausen@tuwien.ac.at>
Imports: Rcpp (>= 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
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) <doi:10.1016/j.jmva.2015.11.009>. 
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2018-05-24 12:34:29 UTC; Klaus Nordhausen
Repository: CRAN
Date/Publication: 2018-05-24 12:45:41 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-15 13:09:24 UTC; unix
Archs: fastM.so.dSYM
