weighted version of the Theil–Sen estimator

版本 1.0.7 (2.2 KB) 作者: 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.
21.0 次下载
更新时间 2022/4/16

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

引用格式

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. 检索来源 .

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版本 已发布 发行说明
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