Theil-Sen Robust Linear Regression

Version 1.2.0.0 (2,53 KB) von Zachary Danziger
Quickly perform linear regression that is robust to outliers.
4.8
(5)
2,4K Downloads
Aktualisiert 29. Sep 2015

Lizenz anzeigen

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.

Zitieren als

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

Kompatibilität der MATLAB-Version
Erstellt mit R2015a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Linear and Nonlinear Regression finden Sie in Help Center und MATLAB Answers
Quellenangaben

Inspiriert von: Theil–Sen estimator

Inspiriert: 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 Veröffentlicht Versionshinweise
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