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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 |
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