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Fast computation of trimmed means

Beliakov, Gleb 2011, Fast computation of trimmed means, Journal of statistical software, vol. 39, no. 2, pp. 1-6.

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Title Fast computation of trimmed means
Author(s) Beliakov, Gleb
Contributor(s) Jan, de, Leeuw
Achim, Zeileis
Journal name Journal of statistical software
Volume number 39
Issue number 2
Start page 1
End page 6
Publisher American Statistical Association
Place of publication Alexandria, Va.
Publication date 2011-03
ISSN 1548-7660
Keyword(s) trimmed mean
winsorized mean
order statistics
sorting
Summary 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.
Notes Reproduced with the kind permission of the copyright owner
Language eng
Field of Research 080108 Neural, Evolutionary and Fuzzy Computation
Socio Economic Objective 970108 Expanding Knowledge in the Information and Computing Sciences
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2011, The Author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30040546

Document type: Journal Article
Collections: School of Information Technology
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