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).
rmed
can be installed via GitHub:
if (!require(devtools)) {
install.packages('devtools')
}
devtools::install_github('erocoar/rmed')
siegel_estimator(x, y)