Module « scipy.stats.mstats »

Fonction siegelslopes - module scipy.stats.mstats

Signature de la fonction siegelslopes

def siegelslopes(y, x=None, method='hierarchical') 

Description

siegelslopes.__doc__

    Computes the Siegel estimator for a set of points (x, y).

    `siegelslopes` implements a method for robust linear regression
    using repeated medians to fit a line to the points (x, y).
    The method is robust to outliers with an asymptotic breakdown point
    of 50%.

    Parameters
    ----------
    y : array_like
        Dependent variable.
    x : array_like or None, optional
        Independent variable. If None, use ``arange(len(y))`` instead.
    method : {'hierarchical', 'separate'}
        If 'hierarchical', estimate the intercept using the estimated
        slope ``medslope`` (default option).
        If 'separate', estimate the intercept independent of the estimated
        slope. See Notes for details.

    Returns
    -------
    medslope : float
        Estimate of the slope of the regression line.
    medintercept : float
        Estimate of the intercept of the regression line.

    See also
    --------
    theilslopes : a similar technique without repeated medians

    Notes
    -----
    For more details on `siegelslopes`, see `scipy.stats.siegelslopes`.