weighted version of the Theil–Sen estimator

A version of the Theil–Sen estimator that finds the interpolated weighted median of the gradient and accounts for divide by zero errors.

Version 1.0.7 (2.16 KB)
26 Downloads
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16 Apr 2022

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

Cite As

CIARÁN DONNELLY (2026). 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. Retrieved .

Acknowledgements

Inspired by: Theil-Sen Regression with intercept

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
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