Package: fastM 0.0-4
Klaus Nordhausen
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>.
Authors:
fastM_0.0-4.tar.gz
fastM_0.0-4.tar.gz(r-4.5-noble)fastM_0.0-4.tar.gz(r-4.4-noble)
fastM_0.0-4.tgz(r-4.4-emscripten)fastM_0.0-4.tgz(r-4.3-emscripten)
fastM.pdf |fastM.html✨
fastM/json (API)
| # Install 'fastM' in R: |
| install.packages('fastM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:e7231abcbd. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 12 2024 |
| R-4.5-linux-x86_64 | OK | Nov 12 2024 |
Exports:DUEMBGENshapeMVTMLEMVTMLE0rMVTMLE0r_CGMVTMLE0r_FPMVTMLE0r_FP0MVTMLE0r_GMVTMLEsymmTYLERshape
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fast Computation of Multivariate M-Estimators | fastM-package fastM |
| Duembgen's Shape Matrix | DUEMBGENshape |
| M-estimator of Location and Scatter Using Weights Coming From the Multivariate t-distribution | MVTMLE |
| Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution | MVTMLE0r MVTMLE0r_CG MVTMLE0r_FP MVTMLE0r_FP0 MVTMLE0r_G |
| Symmetrized M-estimator of Scatter Using Weights Coming From the t-distribution | MVTMLEsymm MVTMLE_symm |
| Tyler's Shape Matrix | TYLERshape |
