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robscale

Accelerated Estimation of Robust Location and Scale

v0.5.4 · Mar 30, 2026 · MIT + file LICENSE

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.

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CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
WARNING r-devel-linux-x86_64-debian-gcc

Rd files

cannot open the connection
problem found in ‘sn.Rd’
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
ERROR r-devel-linux-x86_64-debian-gcc

dependencies in R code

Fatal error: cannot create 'R_TempDir'
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 15, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE May 14, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘robscale-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: sn
> ### Title: Robust Estimator of Scale Sn
> ### Aliases: sn
> 
> ### ** Examples
> 
> sn(c(1:9))
[
...[truncated]...
),"\n")
Time elapsed:  0.243 0.012 0.273 0 0 
> grDevices::dev.off()
null device 
          1 
> ###
> ### Local variables: ***
> ### mode: outline-minor ***
> ### outline-regexp: "\\(> \\)?### [*]+" ***
> ### End: ***
> quit('no')
Segmentation fault
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 10, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE May 9, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘robscale-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: sn
> ### Title: Robust Estimator of Scale Sn
> ### Aliases: sn
> 
> ### ** Examples
> 
> sn(c(1:9))
[
...[truncated]...
 outline-minor ***
> ### outline-regexp: "\\(> \\)?### [*]+" ***
> ### End: ***
> quit('no')

 *** caught segfault ***
address 0xfffffffffffffff7, cause 'memory not mapped'
An irrecoverable exception occurred. R is aborting now ...
Segmentation fault
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 30, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 29, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘robscale-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: sn
> ### Title: Robust Estimator of Scale Sn
> ### Aliases: sn
> 
> ### ** Examples
> 
> sn(c(1:9))
[
...[truncated]...
 outline-minor ***
> ### outline-regexp: "\\(> \\)?### [*]+" ***
> ### End: ***
> quit('no')

 *** caught segfault ***
address 0xfffffffffffffff7, cause 'memory not mapped'
An irrecoverable exception occurred. R is aborting now ...
Segmentation fault
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 23, 2026
NOTE r-oldrel-macos-arm64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 16.3Mb
  sub-directories of 1Mb or more:
    libs  16.0Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 16, 2026
ERROR r-patched-linux-x86_64

examples

Running examples in ‘robscale-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: sn
> ### Title: Robust Estimator of Scale Sn
> ### Aliases: sn
> 
> ### ** Examples
> 
> sn(c(1:9))
[
...[truncated]...
 outline-minor ***
> ### outline-regexp: "\\(> \\)?### [*]+" ***
> ### End: ***
> quit('no')

 *** caught segfault ***
address 0xfffffffffffffff7, cause 'memory not mapped'
An irrecoverable exception occurred. R is aborting now ...
Segmentation fault
NOTE r-oldrel-macos-arm64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 16.3Mb
  sub-directories of 1Mb or more:
    libs  16.0Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 4, 2026
NOTE r-oldrel-macos-arm64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 16.3Mb
  sub-directories of 1Mb or more:
    libs  16.0Mb
ERROR 8 OK · 1 NOTE · 0 WARNING · 5 ERROR · 0 FAILURE Mar 18, 2026
ERROR r-devel-linux-x86_64-debian-gcc

tests

Running ‘testthat.R’ [88s/95s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(robscale)
  > 
  > test_check("robscale")
  Saving _problems/test-cross-check-12.R
  Saving _problems/test-cross-check-1
...[truncated]...
 matches revss baseline ────────
  Expected `robscale::robLoc(x)` to equal `revss::robLoc(x)`.
  Differences:
    `actual`: 12.954
  `expected`: 12.932
  
  
  [ FAIL 1799 | WARN 0 | SKIP 0 | PASS 4681 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-devel-linux-x86_64-fedora-clang

tests

Running ‘testthat.R’ [212s/211s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(robscale)
  > 
  > test_check("robscale")
  Saving _problems/test-cross-check-12.R
  Saving _problems/test-cross-check
...[truncated]...
 matches revss baseline ────────
  Expected `robscale::robLoc(x)` to equal `revss::robLoc(x)`.
  Differences:
    `actual`: 12.954
  `expected`: 12.932
  
  
  [ FAIL 1799 | WARN 0 | SKIP 0 | PASS 4681 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-devel-linux-x86_64-fedora-gcc

tests

Running ‘testthat.R’ [226s/223s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(robscale)
  > 
  > test_check("robscale")
  Saving _problems/test-cross-check-12.R
  Saving _problems/test-cross-check
...[truncated]...
 matches revss baseline ────────
  Expected `robscale::robLoc(x)` to equal `revss::robLoc(x)`.
  Differences:
    `actual`: 12.954
  `expected`: 12.932
  
  
  [ FAIL 1799 | WARN 0 | SKIP 0 | PASS 4681 ]
  Error:
  ! Test failures.
  Execution halted
NOTE r-oldrel-macos-arm64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
ERROR r-oldrel-macos-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
ERROR r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE 9 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.

Dependency Network

Dependencies Reverse dependencies Rcpp RcppParallel robscale

Version History

6 tracked
updated 0.5.4 ← 0.5.3 diff Mar 30, 2026
updated 0.5.3 ← 0.2.1 diff Mar 29, 2026
updated 0.2.1 ← 0.1.5 diff Mar 16, 2026
new 0.1.5 Mar 10, 2026
updated 0.1.5 ← 0.1.1 diff Mar 8, 2026
new 0.1.1 Mar 5, 2026