How to remove outliers from a linear fit?
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Hi all!
I have points P(xi,yi)and the linear fit y=ax+b. I want to remove the maximum outlier from the linear fit and I will do a new linear fit. Then to remove the maximum outlier and a new linear fit and so on, until I have the 50% of points P(xi,yi). Any ideas?
Thank you!
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Star Strider
2017 年 1 月 28 日
My idea:
x = 1:100; % Create Data
y = randi(99, 1, 100); % Create Data
nr_pts_to_remove = fix(length(x)/2);
for k1 = 1:nr_pts_to_remove
dm = [ones(size(x(:))) x(:)]; % Design Matrix
b = dm\y(:); % Estimate Parameters
yfit = dm*b; % Fit Data
[~,idx] = max(abs(y(:) - yfit)); % Index Of Maximum Residual
x(idx) = []; % Remove Maximum ‘x’
y(idx) = []; % Remove Maximum ‘y’
end
xv = linspace(min(x), max(x)); % Create Vectors For Plot
yv = [ones(size(xv(:))) xv(:)]*b; % Create Vectors For Plot
figure(1)
plot(x, y, 'pg', 'MarkerFaceColor','g')
hold on
plot(xv, yv, '-r')
hold off
grid
The ‘(:)’ creates column vectors for all data and other variables.
9 件のコメント
Star Strider
2017 年 1 月 31 日
You have two options, to save them all in the same file:
H(1) = figure(1)
plot( . . . )
. . .
H(22) = figure(22)
plot( . . . )
savefig(H,'graphk.fig')
or to save every figure individually:
savefig('graphk01.fig')
savefig('graphk02.fig')
. . .
savefig('graphk22.fig')
I would save them all in the same file (the first option). See the documentation for savefig for details. The documentation says it was ‘Introduced in R2013b’, so if you have that or a later version, you should be able to do this.
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