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Regression Utilities

version 1.2.0.0 (13.7 KB) by Joe Henning
A variety of regression utilities

14 Downloads

Updated 27 Mar 2019

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This zip file contains 11 functions related to regression. The functions are:

1) cookdist.m - Cook's distance for data points
2) dregr.m - Deming regression
3) irsvdregr.m - Iterative Reweighted Least Squares (IRLS) regression
4) ladratregr.m - Least Absolute Deviation (LAD) rational regression
5) ladregr.m - Least Absolute Deviation (LAD) regression
6) lregr.m - Linear regression
7) ratregr.m - Weighted least squares rational regression
8) ripley.m - Total Least Squares (TLS) linear polynomial using Ripley's algorithm
9) svdregr.m - Weighted least squares regression using singular value decomposition
10) totregr.m - Total Least Squares regression using the Delta Method
11) tsregr.m - Theil-Sen estimator

Cite As

Joe Henning (2020). Regression Utilities (https://www.mathworks.com/matlabcentral/fileexchange/43135-regression-utilities), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (3)

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

1.2.0.0

Added dregr.m, lregr.m, and tsregr.m

1.1.0.0

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

MATLAB Release Compatibility
Created with R14SP3
Compatible with any release
Platform Compatibility
Windows macOS Linux