robslopes: 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) <doi:10.1142/S0218195992000020> and Matousek et. al (1998) <doi:10.1007/PL00009190>. The implementation of Passing-Bablok regression is explained in detail in Raymaekers J., Dufey F. (2022). Equivariant Passing-Bablok regression in quasilinear time. <arXiv:2202.08060>. All algorithms run in quasilinear time.

Version: 1.1.0
Imports: Rcpp (≥ 1.0.5)
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-02-24
Author: Jakob Raymaekers
Maintainer: Jakob Raymaekers <j.raymaekers at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: robslopes results


Reference manual: robslopes.pdf


Package source: robslopes_1.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): robslopes_1.1.0.tgz, r-release (x86_64): robslopes_1.1.0.tgz, r-oldrel: robslopes_1.1.0.tgz
Old sources: robslopes archive


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