weighted version of the Theil–Sen estimator

バージョン 1.0.7 (2.16 KB) 作成者: CIARÁN DONNELLY
A version of the Theil–Sen estimator that finds the interpolated weighted median of the gradient and accounts for divide by zero errors.
0.0
(0)
ダウンロード: 16
更新 2022/4/16

ライセンスの表示

Initialy based off of James Harynuk's Function.
https://uk.mathworks.com/matlabcentral/fileexchange/71205-theil-sen-regression-with-intercept

引用

CIARÁN DONNELLY (2024). weighted version of the Theil–Sen estimator (https://www.mathworks.com/matlabcentral/fileexchange/109134-weighted-version-of-the-theil-sen-estimator), MATLAB Central File Exchange. 取得済み .

MATLAB リリースの互換性
作成: R2022a
すべてのリリースと互換性あり
プラットフォームの互換性
Windows macOS Linux
タグ タグを追加
謝辞

ヒントを得たファイル: Theil-Sen Regression with intercept

Community Treasure Hunt

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

Start Hunting!

バージョン 公開済み リリース ノート
1.0.7

added estimation of intercept uncertainty aswell
1.0.6

loaded wTSE.asv for 1.0.5.
woops
Fixed that
1.0.5

corrected a spelling error
1.0.4

used cumulative weight frequencies to arrive at a better estimate for the standard deviation.
1.0.3

added interpolation around median
1.0.2

added more comments
1.0.1

added a comment to explain part of what I was doing with weights, and also changed to adding weights like vectors
1.0.0