Description
Accelerated Estimation of Robust Location and Scale.
Description
Estimates robust location and scale parameters using platform-specific Single Instruction, Multiple Data (SIMD) vectorization and Intel Threading Building Blocks (TBB) for parallel processing. Implements a novel variance-weighted ensemble estimator that adaptively combines all available statistics. Methods include logistic M-estimators, the estimators of Rousseeuw and Croux (1993), the Gini mean difference, the scaled Median Absolute Deviation (MAD), the scaled Interquartile Range (IQR), and unbiased standard deviations. Achieves substantial speedups over existing implementations through an 'Rcpp' backend with fused single-buffer algorithms that halve memory traffic for MAD and M-scale estimation, and a unified dispatcher that automatically selects the optimal estimator based on sample size.