Fast Computation of the Shamos Estimator via Monahan-Style Selection

This post presents a fast O(n log n) algorithm for computing the Shamos estimator via Monahan-style selection. Pragmastat&rsquo;s Spread implements this approach, making the estimator practical for large samples. Confidence intervals are available via SpreadBounds . pragmastat.dev github.com/AndreyAkinshin/pragmastat The Shamos scale estimator ([[shamos1976]]) is the median of all pairwise…