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: |
1.1.2 |
| Imports: |
Rcpp (≥ 1.0.5) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2022-09-15 |
| 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 |
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