Matlab's polyfit function is very handy to find least-squares regression. It minimizes the (L2-norm) of the estimation errors, by solving a linear system. <https://www.mathworks.com/help/matlab/ref/polyfit.html>
An often overlooked way to deal with these situations is to use Least Absolute Deviations (LAD) line fitting. It minimizes the L1-norm of the residuals, thus it is less sensitive to outliers that fall far away from the underlying model https://en.wikipedia.org/wiki/Least_absolute_deviations
- - -
You are given two vectors X and Y (coordinates of observations on a plane). Return a row vector P = [a, b] with the coefficients of the best-fit line, in the L1-norm sense. I.e., find a and b that minimize sum( abs( Y - a*X - b ) ) .
(compare your results with polyfit on the test suite!)
Solution Stats
Problem Comments
1 Comment
Solution Comments
Show comments
Loading...
Problem Recent Solvers6
Suggested Problems
-
Calculate the area of a triangle between three points
3411 Solvers
-
Generate N equally spaced intervals between -L and L
942 Solvers
-
Determine if input is a perfect number
258 Solvers
-
Add a row of zeros on top of a matrix
266 Solvers
-
distance to a straight line (2D) given any 2 distinct points on this straight line
54 Solvers
More from this Author10
Problem Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
please fix testsuite (e.g. change "polyval(P_lad,X)" to "polyval(P,X)")