R package for fast, outlier-resistant estimation of location and scale. SIMD-accelerated Qn, Sn, MAD, IQR, GMD, M-estimators, and a variance-weighted ensemble with bootstrap CIs. 2–9× faster than robustbase.
bootstrap data-science cran r rcpp statistics parallel-computing simd high-performance-computing outliers confidence-intervals r-package statistical-computing robust-estimation robust-statistics median-absolute-deviation m-estimator scale-estimation
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Updated
May 4, 2026 - C++