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⚖️ Siegel estimator and other efficient, inversion based methods

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erocoar/rmed

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About

rmed allows for efficient estimation of the Siegel repeated median regression line, in time via randomized algorithm. It also adds functions for counting inversions in time that may be of independent interest for rank-distance calculations (e.g. Kendall's Tau).

Installation

rmed can be installed via GitHub:

if (!require(devtools)) {
    install.packages('devtools')
}
devtools::install_github('erocoar/rmed')

Usage

siegel_estimator(x, y)

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⚖️ Siegel estimator and other efficient, inversion based methods

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