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nconsider
2003 Apr 24
5
Fast R implementation of Gini mean difference
I have written the following function to calculate the weighted mean
difference for univariate data (see
http://www.xycoon.com/gini_mean_difference.htm for a related
formula). Unsurprisingly, the function is slow (compared to sd or mad)
for long vectors. I wonder if there's a way to make the function
faster, short of creating an external C function. Thanks very much
for your advice.
gmd