r-fastM

Description

Fast Computation of Multivariate M-Estimators.

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>.

Metadata

Version

0.0-4

License

Unknown

Platforms (75)

Darwin

FreeBSD

Genode

GHCJS

Linux

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NetBSD

none

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aarch64-darwin
aarch64-genode
aarch64-linux
aarch64-netbsd
aarch64-none
aarch64_be-none
arm-none
armv5tel-linux
armv6l-linux
armv6l-netbsd
armv6l-none
armv7a-darwin
armv7a-linux
armv7a-netbsd
armv7l-linux
armv7l-netbsd
avr-none
i686-cygwin
i686-darwin
i686-freebsd
i686-genode
i686-linux
i686-netbsd
i686-none
i686-openbsd
i686-windows
javascript-ghcjs
loongarch64-linux
m68k-linux
m68k-netbsd
m68k-none
microblaze-linux
microblaze-none
microblazeel-linux
microblazeel-none
mips-linux
mips-none
mips64-linux
mips64-none
mips64el-linux
mipsel-linux
mipsel-netbsd
mmix-mmixware
msp430-none
or1k-none
powerpc-netbsd
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powerpc64le-linux
powerpcle-none
riscv32-linux
riscv32-netbsd
riscv32-none
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riscv64-none
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vc4-none
wasm32-wasi
wasm64-wasi
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x86_64-freebsd
x86_64-genode
x86_64-linux
x86_64-netbsd
x86_64-none
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x86_64-redox
x86_64-solaris
x86_64-windows

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Platforms75 (75)

Platforms (75)