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.


Reference manual

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install.packages("robscale")

0.5.4 by Dennis Alexis Valin Dittrich, 7 months ago


https://github.com/davdittrich/robscale, https://doi.org/10.5281/zenodo.18828607


Report a bug at https://github.com/davdittrich/robscale/issues


Browse source code at https://github.com/cran/robscale


Authors: Dennis Alexis Valin Dittrich [aut, cre, cph] (ORCID:


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp, RcppParallel

Suggests collapse, devtools, GiniDistance, Hmisc, knitr, revss, rmarkdown, robustbase, testthat

Linking to Rcpp, RcppParallel, BH

System requirements: GNU make


See at CRAN