Fast Computation of Multivariate M-Estimators

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Documentation for package ‘fastM’ version 0.0-5

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fastM-package Fast Computation of Multivariate M-Estimators
DUEMBGENshape Duembgen's Shape Matrix
fastM Fast Computation of Multivariate M-Estimators
MVTMLE M-estimator of Location and Scatter Using Weights Coming From the Multivariate t-distribution
MVTMLE0r Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution
MVTMLE0r_CG Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution
MVTMLE0r_FP Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution
MVTMLE0r_FP0 Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution
MVTMLE0r_G Different Algorithms for M-estimation of Scatter Using Weights Coming From the Multivariate t-distribution
MVTMLEsymm Symmetrized M-estimator of Scatter Using Weights Coming From the t-distribution
MVTMLE_symm Symmetrized M-estimator of Scatter Using Weights Coming From the t-distribution
TYLERshape Tyler's Shape Matrix