Package: fastM 0.0-4

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:Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher

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fastM/json (API)

# Install 'fastM' in R:
install.packages('fastM', repos = c('https://klauschn.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

9 exports 0.00 score 2 dependencies 5 scripts 161 downloads

Last updated 6 years agofrom:e7231abcbd. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 26 2024
R-4.5-win-x86_64NOTEAug 26 2024
R-4.5-linux-x86_64NOTEAug 26 2024
R-4.4-win-x86_64NOTEAug 26 2024
R-4.4-mac-x86_64NOTEAug 26 2024
R-4.4-mac-aarch64NOTEAug 26 2024
R-4.3-win-x86_64NOTEAug 26 2024
R-4.3-mac-x86_64NOTEAug 26 2024
R-4.3-mac-aarch64NOTEAug 26 2024

Exports:DUEMBGENshapeMVTMLEMVTMLE0rMVTMLE0r_CGMVTMLE0r_FPMVTMLE0r_FP0MVTMLE0r_GMVTMLEsymmTYLERshape

Dependencies:RcppRcppArmadillo