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.
16 Downloads
Aktualisiert 16. Apr 2022

Lizenz anzeigen

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

Zitieren als

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. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2022a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Tags Tags hinzufügen
Quellenangaben

Inspiriert von: Theil-Sen Regression with intercept

Community Treasure Hunt

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

Start Hunting!
Version Veröffentlicht Versionshinweise
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