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Regression Utilities

version 1.1 (12.4 KB) by

A variety of regression utilities

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This zip file contains five functions related to regression. The functions are:

1) cookdist.m calculates Cook's distance for data points
2) irsvdregr.m performs Iterative Reweighted Least Squares (IRLS) regression
3) ladratregr.m peforms Least Absolute Deviation (LAD) rational regression
4) ladregr.m performs Least Absolute Deviation (LAD) regression
5) ratregr.m performs weighted least squares rational regression
6) ripley.m calculates the Total Least Squares (TLS) linear polynomial using Ripley's algorithm
7) svdregr.m performs weighted least squares regression using singular value decomposition
8) totregr.m performs Total Least Squares regression using the Delta Method

Comments and Ratings (1)

Warwick

In this package, I especially like and use the total square regression and the LAD polynomial regression. A tweak I've added to my copy of LADREGR is "p = fliplr(p');" to bring the output p into alignment with Matlab's POLYVAL.

Updates

1.1

Added cookdist.m, ladratregr.m, and ratregr.m

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