High-performance C++ implementation (via 'Rcpp') of the robust location and scale M-estimators described in Rousseeuw & Verboven (2002) tools:::Rd_expr_doi("10.1016/S0167-9473(02)00078-6") for very small samples. Provides numerically identical results to the 'revss' package with significantly improved performance through sorting networks and compiled iteration loops.
Maintainer: Dennis Alexis Valin Dittrich davd@economicscience.net (ORCID) [copyright holder]
Rousseeuw, P. J. and Verboven, S. (2002) Robust estimation in very small samples. Computational Statistics & Data Analysis, 40(4), 741--758. tools:::Rd_expr_doi("10.1016/S0167-9473(02)00078-6")
Nair, K. R. (1947) A Note on the Mean Deviation from the Median. Biometrika, 34(3/4), 360--362. tools:::Rd_expr_doi("10.2307/2332448")
Useful links:
tools:::Rd_expr_doi("10.5281/zenodo.18828607")
Report bugs at https://github.com/davdittrich/robscale/issues