Theil-Sen Robust Linear Regression

Versione 1.2.0.0 (2,53 KB) da Zachary Danziger
Quickly perform linear regression that is robust to outliers.
4.8
(5)
2,5K download
Aggiornato 29 set 2015

Visualizza la licenza

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.

Cita come

Zachary Danziger (2025). Theil-Sen Robust Linear Regression (https://it.mathworks.com/matlabcentral/fileexchange/48294-theil-sen-robust-linear-regression), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2015a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Linear and Nonlinear Regression in Help Center e MATLAB Answers
Tag Aggiungi tag
Riconoscimenti

Ispirato da: Theil–Sen estimator

Ispirato: Theil-Sen Robust Linear Regression

Community Treasure Hunt

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

Start Hunting!

Versione Pubblicato Note della release
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