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Fast Computation of Trimmed Means

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  • Beliakov, Gleb

Abstract

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.

Suggested Citation

  • Beliakov, Gleb, 2011. "Fast Computation of Trimmed Means," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 39(c02).
    • Handle: RePEc:jss:jstsof:v:039:c02
    DOI: http://hdl.handle.net/10.18637/jss.v039.c02
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    Cited by:

    1. Gagolewski, Marek, 2011. "Bibliometric impact assessment with R and the CITAN package," Journal of Informetrics, Elsevier, vol. 5(4), pages 678-692.
    2. repec:jss:jstsof:39:c02 is not listed on IDEAS

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