LMS Toolbox

Least median of squares regression and relative algorithms

This toolbox contains a set of functions which can be used to compute the Least Median of Squares regression, the Reweighted Least Squares regression, the accociated location and scale estiamtors, and the Minimum Volume Ellipsoid. The concept is the minimization of the median of the squared errors (residuals) in order to achieve robustness against the outliers.