Theil-Sen Robust Linear Regression

Quickly perform linear regression that is robust to outliers.

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This function executes a fast version of the non-parametric Theil-Sen robust linear regression algorithm by finding the median slope between all pairwise combinations of points in a given data set.
For my application I needed to run a robust regression on large data sets (many thousands of points), but the implementations I found on the File Exchange were far too slow (see figure). This code is substantially faster, and for large data sets can be two orders of magnitude faster than those currently available.

Citation pour cette source

Zachary Danziger (2026). Theil-Sen Robust Linear Regression (https://fr.mathworks.com/matlabcentral/fileexchange/48294-theil-sen-robust-linear-regression), MATLAB Central File Exchange. Extrait(e) le .

Remerciements

Inspiré par : Theil–Sen estimator

A inspiré : Theil-Sen Robust Linear Regression

Catégories

En savoir plus sur Linear and Nonlinear Regression dans Help Center et MATLAB Answers

Informations générales

Compatibilité avec les versions de MATLAB

  • Compatible avec toutes les versions

Plateformes compatibles

  • Windows
  • macOS
  • Linux
Version Publié le Notes de version Action
1.2.0.0

Updated code to function with higher dimensional data sets.
Included example in documentation.
- updated help
- speed increase for 2D case

1.1.0.0

Updated units on associated figure.

1.0.0.0