fastM

swMATH16160CRANfastMMaRDI QIDQ28031FDOQ28031

Fast Computation of Multivariate M-Estimators

Lutz Duembgen

Last update: 24 May 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.0-4

Source code repository: https://github.com/cran/fastM

Cites work

• New algorithms for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si7.gif" display="inline" overflow="scroll"><mml:mi>M</mml:mi></mml:math>-estimation of multivariate scatter and location

Cited In (2)

• New algorithms for \(M\)-estimation of multivariate scatter and location
• Gini covariance matrix and its affine equivariant version

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