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.
| Version: |
0.5.4 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rcpp (≥ 1.0.0), RcppParallel (≥ 5.0.0) |
| LinkingTo: |
Rcpp, RcppParallel, BH |
| Suggests: |
collapse, devtools, GiniDistance, Hmisc, knitr, revss, rmarkdown, robustbase, testthat (≥ 3.0.0) |
| Published: |
2026-03-30 |
| DOI: |
10.32614/CRAN.package.robscale |
| Author: |
Dennis Alexis Valin Dittrich
 [aut, cre,
cph] |
| Maintainer: |
Dennis Alexis Valin Dittrich <davd at economicscience.net> |
| BugReports: |
https://github.com/davdittrich/robscale/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/davdittrich/robscale,
https://doi.org/10.5281/zenodo.18828607 |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Citation: |
robscale citation info |
| Materials: |
NEWS |
| CRAN checks: |
robscale results |
Documentation:
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