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Linear Median Squared Error

version 1.0.0.0 (1.61 KB) by Will Dwinnell
Linear median squared error function for linear functions

671 Downloads

Updated 08 Apr 2010

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This routine calculates the median squared error of a linear function, and can be used with fminsearch as a robust linear regression (see help LinearMedianSquaredError).

It should be very easy to extend the example code to handle nonlinear functions and to minimize other error functions (least absolute error, for instance).

Cite As

Will Dwinnell (2022). Linear Median Squared Error (https://www.mathworks.com/matlabcentral/fileexchange/27204-linear-median-squared-error), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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