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Fast computation of trimmed means

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journal contribution
posted on 2011-03-01, 00:00 authored by Gleb BeliakovGleb Beliakov
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

Copyright notice

2011, The Author

Editor/Contributor(s)

D Jan, Z Achim