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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>.

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conda 181.6 kB | win-64/r-fastm-0.0_4-r36h796a38f_0.tar.bz2  5 years and 4 months ago 0 main
conda 197.0 kB | osx-64/r-fastm-0.0_4-r36h466af19_0.tar.bz2  5 years and 4 months ago 0 main
conda 186.1 kB | linux-64/r-fastm-0.0_4-r36h29659fb_0.tar.bz2  5 years and 4 months ago 0 main

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