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bundles / scipy 2.0.0.dev0+git20260907.41eeb59 / scipy / stats / _mstats_basic / siegelslopes

function

scipy.stats._mstats_basic:siegelslopes

source: build-install/usr/lib/python3.14/site-packages/scipy/stats/_mstats_basic.py:1431

Signature

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

Summary

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

Extended Summary

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 slope (default option). If 'separate', estimate the intercept independent of the estimated slope. See Notes for details.

Returns

result : ``SiegelslopesResult`` instance

The return value is an object with the following attributes:

slope

Estimate of the slope of the regression line.

intercept

Estimate of the intercept of the regression line.

Notes

For more details on siegelslopes, see scipy.stats.siegelslopes.

See also

theilslopes

a similar technique without repeated medians

Aliases

  • scipy.stats._mstats_basic.siegelslopes