weighted version of the Theil–Sen estimator

A version of the Theil–Sen estimator that finds the interpolated weighted median of the gradient and accounts for divide by zero errors.
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Mise à jour 16 avr. 2022

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Initialy based off of James Harynuk's Function.
https://uk.mathworks.com/matlabcentral/fileexchange/71205-theil-sen-regression-with-intercept

Citation pour cette source

CIARÁN DONNELLY (2024). weighted version of the Theil–Sen estimator (https://www.mathworks.com/matlabcentral/fileexchange/109134-weighted-version-of-the-theil-sen-estimator), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2022a
Compatible avec toutes les versions
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Inspiré par : Theil-Sen Regression with intercept

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Version Publié le Notes de version
1.0.7

added estimation of intercept uncertainty aswell

1.0.6

loaded wTSE.asv for 1.0.5.
woops
Fixed that

1.0.5

corrected a spelling error

1.0.4

used cumulative weight frequencies to arrive at a better estimate for the standard deviation.

1.0.3

added interpolation around median

1.0.2

added more comments

1.0.1

added a comment to explain part of what I was doing with weights, and also changed to adding weights like vectors

1.0.0