Theil-Sen Robust Linear Regression

Quickly perform linear regression that is robust to outliers.

Sie verfolgen jetzt diese Einreichung

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 (2026). Theil-Sen Robust Linear Regression (https://de.mathworks.com/matlabcentral/fileexchange/48294-theil-sen-robust-linear-regression), MATLAB Central File Exchange. Abgerufen .

Quellenangaben

Inspiriert von: Theil–Sen estimator

Inspiriert: Theil-Sen Robust Linear Regression

Kategorien

Mehr zu Linear and Nonlinear Regression finden Sie in Help Center und MATLAB Answers

Allgemeine Informationen

Kompatibilität der MATLAB-Version

  • Kompatibel mit allen Versionen

Plattform-Kompatibilität

  • Windows
  • macOS
  • Linux
Version Veröffentlicht Versionshinweise 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