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.
History
Journal
Journal of statistical software
Volume
39
Pagination
1 - 6
Location
Alexandria, Va.
Open access
Yes
ISSN
1548-7660
Language
eng
Notes
Reproduced with the kind permission of the copyright owner
Publication classification
C1 Refereed article in a scholarly journal; C Journal article