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robscale 0.2.1

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@davdittrich davdittrich released this 16 Mar 23:59
· 211 commits to main since this release
  • Performance: Refined runtime SIMD dispatch for qn() and sn() kernels,
    achieving optimal vectorization across x86_64 (AVX2/FMA) and ARM64 (NEON).
  • New feature: scale_robust() provides a unified dispatcher that automatically
    selects between a variance-weighted ensemble of 7 estimators (for small
    samples) and the Gini Mean Difference (GMD) for larger samples (n >= 20).
  • New estimators: Added gmd(), iqr_scaled(), mad_scaled(), and sd_c4()
    to the public API.
  • Confidence Intervals: Added ci = TRUE to all scale estimators, providing
    analytical intervals (GMD, MAD, Sn, Qn, bias-corrected SD) or bootstrap-based
    intervals (ensemble).
  • Performance: Replaced stats::mad() and stats::IQR() with optimized C++
    implementations (mad_scaled(), iqr_scaled()) using O(n) selection via the
    pdqselect algorithm.
  • Documentation: Expanded README with detailed benchmarking vs. robustbase,
    Hmisc, GiniDistance, and collapse.
  • Citations: Consolidated and updated all package citations in inst/CITATION
    and documentation.