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klauschN authored and cran-robot committed May 24, 2018
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8 changes: 4 additions & 4 deletions DESCRIPTION
@@ -1,15 +1,15 @@
Package: fastM
Type: Package
Title: Fast Computation of Multivariate M-Estimators
Version: 0.0-3
Date: 2018-03-10
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: 2018-03-10 23:12:21 UTC; klanor
Packaged: 2018-05-24 12:34:29 UTC; Klaus Nordhausen
Repository: CRAN
Date/Publication: 2018-03-10 23:30:01 UTC
Date/Publication: 2018-05-24 12:45:41 UTC
8 changes: 4 additions & 4 deletions MD5
@@ -1,4 +1,4 @@
59fa4e80a3910a49048cd0f3d7a8aeb4 *DESCRIPTION
103c4cbe56bcf6587ba5f2980b7fa28a *DESCRIPTION
d737f4bd39dccd5b4906cbe4e6fd4643 *NAMESPACE
0a3836f37772c618d6ff3bea4b70268c *R/Duembgen.R
de9f2ae62cfdaf2fe1b557db9aff0de3 *R/MVTMLE0wrap.R
Expand All @@ -12,14 +12,14 @@ a71f2e77912ec2ed9f1aca993d68b536 *R/MVTMLEsymm2wrap.R
2a2709d3f74d564ad12faa17547c2e38 *R/TYLERsymm1wrap.R
747a05ed8acc276920f65d6adee9e32c *R/TYLERsymm2wrap.R
29867a32cd93313bb8f143613cbf50e3 *R/TYLERwrap.R
be52399cbee567a49b8b7ba6f134c85e *build/partial.rdb
b41ead919f67830a98e297637dd00641 *inst/ChangeLog
1d444e5ecaf64e36113a979b09afff3a *build/partial.rdb
68c11a483a5d6402e6f76daa0eb1996e *inst/ChangeLog
4aaf1ae7756d0603381f84c5520ddea6 *man/DUEMBGENshape.Rd
2eae2bde308394d28eebcf6c399e0059 *man/MVTMLE.Rd
8e01b7336964fcd0e32807fb414233c6 *man/MVTMLE0r.Rd
de13410cbd7848e44deb9519f7f98dc4 *man/MVTMLEsymm.Rd
9b661804de744c20ea2c0216b3b3c8ce *man/TYLERshape.Rd
7b27761c686db38cf9375277defb4ebf *man/fastM-package.Rd
77fb928377516bd39c8442ed2a34b5a7 *man/fastM-package.Rd
de858539ef9bddf24e2c32c88cd606e8 *src/MVTMLE.cpp
26af390f2fbbc4a2a0ee9b02a41d7158 *src/MVTMLE.h
95a5e0dc5dbdec9c251c142cb4cad286 *src/Makevars
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3 changes: 3 additions & 0 deletions inst/ChangeLog
@@ -1,5 +1,8 @@
LOG of the CHANGES in the package fastM

Version 0.0-4:
* Making the fastM-package file CRAN conform

Version 0.0-3:
* Improving help files
* Changing maintainer email address
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17 changes: 5 additions & 12 deletions man/fastM-package.Rd
Expand Up @@ -3,19 +3,12 @@
\alias{fastM}
\docType{package}
\title{
Fast Computation of Multivariate M-Estimators
\packageTitle{fastM}
}
\description{
The package implements the new algorithm for fast computation of M-scatter matrices using a partial Newton-Raphson procedure for several estimators.
\packageDescription{fastM}
}
\details{
\tabular{ll}{
Package: \tab fastM\cr
Type: \tab Package\cr
Version: \tab 0.3\cr
Date: \tab 2018-03-10\cr
License: \tab GPL (>= 2)
}
Multivariate M-estimators are usually computed using a fixed-point algorithm. As shown in Duembgen et al. (2016)
a partial Newton-Raphson procedure applied to the second order Taylor expansion of the target function can make the computation considerably faster.
We implement this new algorithm for the multivariate M-estimator of location and scatter using weights coming from the multivariate t-distribution
Expand All @@ -25,9 +18,9 @@ For the symmetrized M-estimators we work with incomplete U-statistics to acceler


\author{
Lutz Duembgen, Klaus Nordhausen, Heike Schuhmacher
\packageAuthor{fastM}

Maintainer: Klaus Nordhausen <klaus.nordhausen@tuwien.ac.at>
Maintainer: \packageMaintainer{fastM}

}
\references{
Expand All @@ -42,4 +35,4 @@ Maintainer: Klaus Nordhausen <klaus.nordhausen@tuwien.ac.at>
}
\keyword{package}
\keyword{multivariate}

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