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robscale 0.1.0

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@davdittrich davdittrich released this 01 Mar 23:08
· 364 commits to main since this release
v0.1.0
9e7e94a

Initial release.

  • Three functions: adm(), robLoc(), robScale() implementing the robust
    location and scale M-estimators of Rousseeuw & Verboven (2002) for very small
    samples.
  • API-compatible drop-in replacement for the revss package.
  • C++17 implementation via Rcpp with:
    • Newton–Raphson iteration for location (quadratic convergence).
    • Algebraic tanh(x/2) identity for the logistic psi function with
      platform-vectorized bulk evaluation (Apple Accelerate on macOS,
      OpenMP SIMD hints on Linux).
    • Floyd–Rivest O(n) selection for median computation.
    • Optimal sorting networks for n ≤ 8.
    • Stack-allocated arena buffers (zero heap allocation for n ≤ 512).
  • Numerical equivalence with revss verified across 5,400 systematic
    comparisons.

Install from R:

remotes::install_github("davdittrich/robscale")
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