Theil-Sen Robust Linear Regression

Version 1.2.0.0 (2,53 ko) par Zachary Danziger
Quickly perform linear regression that is robust to outliers.
4.8
(5)
2,4K téléchargements
Mise à jour 29 sept. 2015

Afficher la licence

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 (2024). Theil-Sen Robust Linear Regression (https://www.mathworks.com/matlabcentral/fileexchange/48294-theil-sen-robust-linear-regression), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2015a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Linear and Nonlinear Regression dans Help Center et MATLAB Answers
Remerciements

Inspiré par : Theil–Sen estimator

A inspiré : Theil-Sen Robust Linear Regression

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Publié le Notes de version
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