Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Gleb Beliakov
Title: Fast Computation of Trimmed Means
Abstract: 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.

Page views:: 6681. Submitted: 2010-06-07. Published: 2011-03-01.
Paper: Fast Computation of Trimmed Means     Download PDF (Downloads: 8175)
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DOI: 10.18637/jss.v039.c02

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.