fastM

R package fastM: Fast Computation of Multivariate M-estimators. The package implements the new algorithm for fast computation of M-scatter matrices using a partial Newton-Raphson procedure for several estimators.

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References in zbMATH (referenced in 4 articles )

Showing results 1 to 4 of 4.
Sorted by year (citations)

  1. Daniel Vogel, Stuart J. Watt, Anna Wiedemann: Robustly fitting Gaussian graphical models: the R-package robFitConGraph (2022) arXiv
  2. Bradley C. Saul, Michael G. Hudgens: The Calculus of M-Estimation in R with geex (2020) not zbMATH
  3. Dang, Xin; Sang, Hailin; Weatherall, Lauren: Gini covariance matrix and its affine equivariant version (2019)
  4. Dümbgen, Lutz; Nordhausen, Klaus; Schuhmacher, Heike: New algorithms for (M)-estimation of multivariate scatter and location (2016)