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:Dennis Alexis Valin Dittrich [aut, cre, cph]

robscale_0.5.4.tar.gz
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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

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

bootstrapconfidence-intervalsdata-sciencehigh-performance-computingm-estimatormedian-absolute-deviationoutliersparallel-computingrcpprobust-estimationrobust-statisticsscale-estimationsimdstatistical-computingstatisticsglibccpp

5.34 score 62 scripts 486 downloads 11 exports 3 dependencies

Last updated from:3d10e75989. Checks:12 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK316
linux-devel-x86_64OK320
source / vignettesOK507
linux-release-arm64OK295
linux-release-x86_64OK322
macos-release-arm64OK329
macos-release-x86_64OK770
macos-oldrel-arm64OK301
macos-oldrel-x86_64OK535
windows-develOK369
windows-releaseOK445
windows-oldrelOK419
wasm-releaseFAIL160

Exports:admget_consistency_constantgmdiqr_scaledmad_scaledqnrobLocrobScalescale_robustsd_c4sn

Dependencies:BHRcppRcppParallel

Introduction to robscale

Rendered fromrobscale-intro.Rmdusingknitr::rmarkdownon May 30 2026.

Last update: 2026-03-30
Started: 2026-03-25