Package: robscale 0.5.4

Dennis Alexis Valin Dittrich
robscale: Accelerated Estimation of Robust Location and Scale
Estimates robust location and scale parameters using platform-specific Single Instruction, Multiple Data (SIMD) vectorization and Intel Threading Building Blocks (TBB) for parallel processing. Implements a novel variance-weighted ensemble estimator that adaptively combines all available statistics. Methods include logistic M-estimators, the estimators of Rousseeuw and Croux (1993), the Gini mean difference, the scaled Median Absolute Deviation (MAD), the scaled Interquartile Range (IQR), and unbiased standard deviations. Achieves substantial speedups over existing implementations through an 'Rcpp' backend with fused single-buffer algorithms that halve memory traffic for MAD and M-scale estimation, and a unified dispatcher that automatically selects the optimal estimator based on sample size.
Authors:
robscale_0.5.4.tar.gz
robscale_0.5.4.zip(r-4.7)robscale_0.5.4.zip(r-4.6)robscale_0.5.4.zip(r-4.5)
robscale_0.5.4.tgz(r-4.6-x86_64)robscale_0.5.4.tgz(r-4.6-arm64)robscale_0.5.4.tgz(r-4.5-x86_64)robscale_0.5.4.tgz(r-4.5-arm64)
robscale_0.5.4.tar.gz(r-4.7-arm64)robscale_0.5.4.tar.gz(r-4.7-x86_64)robscale_0.5.4.tar.gz(r-4.6-arm64)robscale_0.5.4.tar.gz(r-4.6-x86_64)
robscale_0.1.1.tgz(r-4.5-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
robscale/json (API)
NEWS
| # Install 'robscale' in R: |
| install.packages('robscale', repos = c('https://davdittrich.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/davdittrich/robscale/issues
bootstrapconfidence-intervalsdata-sciencehigh-performance-computingm-estimatormedian-absolute-deviationoutliersparallel-computingrcpprobust-estimationrobust-statisticsscale-estimationsimdstatistical-computingstatisticsglibccpp
Last updated from:3d10e75989. Checks:12 OK, 1 FAIL. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 316 | ||
| linux-devel-x86_64 | OK | 320 | ||
| source / vignettes | OK | 507 | ||
| linux-release-arm64 | OK | 295 | ||
| linux-release-x86_64 | OK | 322 | ||
| macos-release-arm64 | OK | 329 | ||
| macos-release-x86_64 | OK | 770 | ||
| macos-oldrel-arm64 | OK | 301 | ||
| macos-oldrel-x86_64 | OK | 535 | ||
| windows-devel | OK | 369 | ||
| windows-release | OK | 445 | ||
| windows-oldrel | OK | 419 | ||
| wasm-release | FAIL | 160 |
Exports:admget_consistency_constantgmdiqr_scaledmad_scaledqnrobLocrobScalescale_robustsd_c4sn
Dependencies:BHRcppRcppParallel
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Average Distance to the Median | adm |
| Get Consistency Constant | get_consistency_constant |
| Gini Mean Difference | gmd |
| Scaled Interquartile Range | iqr_scaled |
| Scaled Median Absolute Deviation | mad_scaled |
| Print a robscale_ci object | print.robscale_ci |
| Print a robscale_ensemble_ci object | print.robscale_ensemble_ci |
| Robust Estimator of Scale Qn | qn |
| Robust M-Estimate of Location | robLoc |
| Robust M-Estimate of Scale | robScale |
| Robust Ensemble Scale Estimation | scale_robust |
| Unbiased Standard Deviation | sd_c4 |
| Robust Estimator of Scale Sn | sn |