Fast computation of trimmed means


Autoria(s): Beliakov, Gleb
Contribuinte(s)

Jan, de, Leeuw

Achim, Zeileis

Data(s)

01/03/2011

Resumo

We present two methods of calculating trimmed means without sorting the data in O(n) time. The existing method implemented in major statistical packages relies on sorting, which takes O(n log n) time. The proposed algorithm is based on the quickselect algorithm for calculating order statistics with O(n) expected running time. It is an order of magnitude faster than the existing method for large data sets.

Identificador

http://hdl.handle.net/10536/DRO/DU:30040546

Idioma(s)

eng

Publicador

American Statistical Association

Relação

http://dro.deakin.edu.au/eserv/DU:30040546/beliakov-fastcomputation-2011.pdf

http://www.jstatsoft.org/

Direitos

2011, The Author

Palavras-Chave #trimmed mean #winsorized mean #order statistics #sorting
Tipo

Journal Article