`scipy.stats._mstats_basic:siegelslopes`

source: /scipy/stats/_mstats_basic.py :1259

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: slope
intercept: intercept

Notes

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

Aliases

scipy.stats._mstats_basic.siegelslopes