robslopes: Fast Algorithms for Robust Slopes
Fast algorithms for the Theil-Sen estimator,
Siegel's repeated median slope estimator, and Passing-Bablok regression.
The implementation is based on algorithms by
Dillencourt et. al (1992) <doi:10.1142/S0218195992000020> and Matousek et. al (1998) <doi:10.1007/PL00009190>.
The implementation of Passing-Bablok regression is explained in detail in
Raymaekers J., Dufey F. (2022). Equivariant Passing-Bablok regression in quasilinear time. <arXiv:2202.08060>.
All algorithms run in quasilinear time.
Version: |
1.1.1 |
Imports: |
Rcpp (≥ 1.0.5) |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2022-04-11 |
Author: |
Jakob Raymaekers |
Maintainer: |
Jakob Raymaekers <j.raymaekers at maastrichtuniversity.nl> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
robslopes results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=robslopes
to link to this page.