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pout
2012 Oct 21
2
help speeding up simple Theil regression function
Hello,
I am working on a simple non-parametric (Theil) regression function and and
am following Hollander and Wolfe 1999 text. I would like some help making
my function faster. I have compared with pre-packaged version from "MBLM",
which isnt very fast either, but it appears mine is faster with N = 1000
(see results below). I plan on running this function repeatedly, and I
generally