璋冪敤
robustfit
鍑芥暟浣滅ǔ鍋ュ洖褰?/p>
regress
鍑芥暟鍜?/p>
regstats
鍑芥暟鍒╃敤鏅�氭渶灏忎簩涔樻硶浼拌妯″瀷涓殑鍙傛暟锛?/p>
鍙傛暟鐨勪及璁″�煎彈寮傚父鍊?/p>
鐨勫奖鍝嶆瘮杈冨ぇ銆?/p>
robustfit
鍑芥暟閲囩敤鍔犳潈鏈�灏忎簩涔樻硶浼拌妯″瀷涓殑鍙傛暟锛屽彈寮傚父鍊肩殑褰卞搷灏辨瘮
杈冨皬銆?/p>
robustfit
鍑芥暟鐢ㄦ潵浣滅ǔ鍋ョ殑澶氶噸绾挎�ф垨骞夸箟绾挎�у洖褰掑垎鏋愶紝涓嬮潰浠嬬粛
robustfit
鍑?/p>
鏁扮殑鐢ㄦ硶銆?/p>
1.4.1
锛?/p>
robustfit
鍑芥暟鐨勭敤娉?/p>
robustfit
鍑芥暟鏈変互涓嬪嚑绉嶈皟鐢ㄦ柟寮忥細
b = robustfit(X,y)
b = robustfit(X,y,wfun,tune)
b = robustfit(X,y,wfun,tune,const)
*b,stats+ = robustfit(鈥?
锛?/p>
1
锛?/p>
b = robustfit(X,y)
杩斿洖澶氶噸绾挎�у洖褰掓柟绋嬩腑绯绘暟鍚戦噺
尾
鐨勪及璁″�?/p>
b
锛?/p>
杩欓噷鐨?/p>
b
涓轰竴涓?/p>
1p
脳鐨勫悜閲忋�?/p>
杈撳叆鍙傛暟
X
涓鸿嚜鍙橀噺瑙傛祴鍊肩煩闃碉紙鎴栬璁＄煩闃碉級
锛屽畠鏄殑鐭╅樀銆備笌
regress
鍑?/p>
鏁颁笉鍚岀殑鏄紝榛樿鎯呭喌涓嬶紝
robustfit
鍑芥暟鑷姩鍦?/p>
X
绗?/p>
1
鍒楀厓绱犵殑宸﹁竟鍔犲叆涓�鍒?/p>
1
锛屼笉闇�瑕佺敤
鎴疯嚜宸辨坊鍔犮�傝緭鍏ュ弬鏁?/p>
y
涓哄洜鍙橀噺鐨勮娴嬪�煎悜閲忥紝鏄殑鍒楀悜
閲忋�?/p>
robustfit
鍑芥暟鎶?/p>
y
鎴?/p>
X
涓笉纭畾鏁版嵁
NaN
浣滀负缂哄け鏁版嵁鑰屽拷鐣ュ畠浠�?/p>
np
脳
1n
脳
锛?/p>
2
锛?/p>
b = robustfit(X,y,wfun,tune)
鐢ㄥ弬鏁?/p>
wfun
鎸囧畾鍔犳潈鍑芥暟锛岀敤鍙傛暟
tune
鎸囧畾璋冭妭甯告暟銆?/p>
wfun
涓哄瓧绗︿覆锛屽叾鍙兘鐨勫彇鍊煎
琛?/p>
1-3
鎵�绀恒�?/p>
琛?/p>
1-3 robustfit
鍑芥暟鏀寔鐨勫姞鏉冨嚱鏁?/p>
鍔犳潈鍑芥暟锛?/p>
wfun
锛?/p>
鍑芥暟琛ㄨ揪寮?/p>
榛樿璋冭妭甯告暟鍊?/p>
'andrews' sin(||)rwIrr蟺=
鈰?/p>
<
1.339
'bisquare'
锛堥粯璁ゅ�硷級
22(1)(||1)wrIr=鈭?/p>
鈰?/p>
<
4.685
'cauchy' 21(1)wr=+
2.385
'fair' 1(1||)wr=+
1.400
'huber' 1max(1, ||)wr=
1.345
'logistic' tanh()wr=
1.205
'ols'
鏅�氭渶灏忎簩涔橈紝鏃犲姞鏉冨嚱鏁?/p>
鏃?/p>
'talwar'
(||1)wIr=<