Theil-Sen Robust Linear Regression

Quickly perform linear regression that is robust to outliers.

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This function executes a fast version of the non-parametric Theil-Sen robust linear regression algorithm by finding the median slope between all pairwise combinations of points in a given data set.
For my application I needed to run a robust regression on large data sets (many thousands of points), but the implementations I found on the File Exchange were far too slow (see figure). This code is substantially faster, and for large data sets can be two orders of magnitude faster than those currently available.

Cite As

Zachary Danziger (2026). Theil-Sen Robust Linear Regression (https://www.mathworks.com/matlabcentral/fileexchange/48294-theil-sen-robust-linear-regression), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Theil–Sen estimator

Inspired: Theil-Sen Robust Linear Regression

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.2.0.0

Updated code to function with higher dimensional data sets.
Included example in documentation.
- updated help
- speed increase for 2D case

1.1.0.0

Updated units on associated figure.

1.0.0.0