robscale 0.5.3 is now on CRAN: A major update since the last public release (0.2.1).
New: 11 robust estimators with confidence intervals, plus a variance-weighted ensemble combining seven scale statistics via bootstrap. NewtonโRaphson replaces scoring iteration (2โ4 steps vs 6โ8), a fused AVX2 kernel does NR accumulation in one data pass, and all input validation runs in C++ with zero R-side allocation.
Speedups vs existing implementations:
Small samples (n โค 20):
โข robScale/robLoc: 4โ5ร vs revss 3.1.0
โข Qn: 6ร vs robustbase
โข MAD: 21โ26ร vs stats::mad
โข IQR: 37ร vs stats::IQR
Mid-to-large samples (n โฅ 1000):
โข robScale: 2โ4ร vs revss
โข Sn: 7โ9ร vs robustbase
โข MAD: 5โ8ร vs stats::mad
โข IQR: 5โ7ร vs stats::IQR
โข GMD: 2โ8ร vs GiniDistance
https://cran.r-project.org/package=robscale
https://github.com/davdittrich/robscale
#RStats #Statistics #RobustStatistics #CRAN #DataScience #OpenSource