Theil–Sen estimator

Robust regression for slope estimation between 1dimensional X and y
3,5K Downloads
Aktualisiert 21. Dez 2011

Lizenz anzeigen

the Theil–Sen estimator, also known as Sen's slope estimator,slope selection,the single median method, or the Kendall robust line-fit method, is a method for robust linear regression that chooses the median slope among all lines through pairs of two-dimensional sample points. It is named after Henri Theil and Pranab K. Sen, who published papers on this method in 1950 and 1968 respectively. It can be computed efficiently, and is insensitive to outliers; it can be significantly more accurate than simple linear regression for skewed and heteroskedastic data, and competes well against simple least squares even for normally distributed data. It has been called "the most popular nonparametric technique for estimating a linear trend".

PS: Example code on how to use can be found in .mfile

Note: This code can only be used for the twodimensional case.

This was a response to ==>
http://www.mathworks.nl/support/solutions/en/data/1-FERW6X/index.html?product=ML&solution=1-FERW6X

Zitieren als

Arnout Tilgenkamp (2024). Theil–Sen estimator (https://www.mathworks.com/matlabcentral/fileexchange/34308-theil-sen-estimator), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2011a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Linear and Nonlinear Regression finden Sie in Help Center und MATLAB Answers

Community Treasure Hunt

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

Start Hunting!
Version Veröffentlicht Versionshinweise
1.0.0.0