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) and Matousek et. al (1998) . The implementations are detailed in Raymaekers (2023) and Raymaekers J., Dufey F. (2022) . All algorithms run in quasilinear time.


Reference manual

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install.packages("robslopes")

1.1.4 by Jakob Raymaekers, 10 months ago


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


Authors: Jakob Raymaekers [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Linking to Rcpp, RcppArmadillo


Imported by valytics.

Depended on by mcr, mcrPioda.

Suggested by DanielBiostatistics10th, sptrends.


See at CRAN