05 Mar 2014 09:50:54 UTC
- Distribution: Statistics-TheilSenEstimator
- Module version: 0.06
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- Perl: v5.6.0
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- Latest versionJIMI Jimi Carlo Willsand 1 contributors
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Statistics::TheilSen - Perl implementation of Theil Sen Estimator
This is a perl implementation of the Theil Sen Estimator, which is a method of linear regression that uses medians. All of the gradients of the lines between all points are calculated, and hte median is the one reported. Sounds trivial. If you have 1000s of points, then you have millions of lines, and sort-based median methods can take ages, so Statistics::TheilSen uses the partition-based Statistics::QuickMedian.
# OOP... use Statistics::TheilSenEstimator; my $tse = Statistics::TheilSenEstimator->new(\$y_values, \$x_values); # which is really a shortcut for: my $tse = Statistics::TheilSenEstimator->new(); $tse->addData(\@y_values, \@x_values); # listrefs of numeric scalars my $status_line = $tse->run(); # might tell if you had bad values, etc print "y = ", $tse->m(), "x + ", $tse->c(); # y = mx + c # or procedural... use Statistics::TheilSenEstimator qw/theilsen/; my ($m,$c) = theilsen(\@y_values, \@x_values);
Accepts two list refs, the lists should be the same length. They represent y and x series which will be the subject of the regression. Returns a list of two
use Statistics::TheilSenEstimator qw/theilsen/; my ($m,$b) = theilsen(\$y_values, \$x_values);
use Statistics::TheilSenEstimator; my $tse = Statistics::TheilSenEstimator->new(); #or my $tse = Statistics::TheilSenEstimator->new(\@y_values, \@x_values);
returns a new Statistics::TheilSenEstimator estimator object with the optional data added.
Adds data to the y and x series. Data series should be the same length.
my $status_line = $tse->run();
Runs the estimator on the data currently in the object. Returns any messages about whether errors or weird things were found in the data. Sets m and c in the object
my $gradient = $tse->m();
Returns "m", the gradient of the model generated by run(). If run() was not called since addData(), then run() will be called here!
my $intersect = $tse->c();
Returns "c", the intersect of the model generated by run(). If run() was not called since addData(), then run() will be called here!
<jimi at webu.co.uk>
Please report any bugs or feature requests to
bug-statistics-theilsen at rt.cpan.org, or through the web interface at http://rt.cpan.org/NoAuth/ReportBug.html?Queue=Statistics-TheilSen. I will be notified, and then you'll automatically be notified of progress on your bug as I make changes.
You can find documentation for this module with the perldoc command.
You can also look for information at:
RT: CPAN's request tracker (report bugs here)
AnnoCPAN: Annotated CPAN documentation
Copyright 2013 Jimi Wills.
This program is free software; you can redistribute it and/or modify it under the terms of the the Artistic License (2.0). You may obtain a copy of the full license at:
Any use, modification, and distribution of the Standard or Modified Versions is governed by this Artistic License. By using, modifying or distributing the Package, you accept this license. Do not use, modify, or distribute the Package, if you do not accept this license.
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This license includes the non-exclusive, worldwide, free-of-charge patent license to make, have made, use, offer to sell, sell, import and otherwise transfer the Package with respect to any patent claims licensable by the Copyright Holder that are necessarily infringed by the Package. If you institute patent litigation (including a cross-claim or counterclaim) against any party alleging that the Package constitutes direct or contributory patent infringement, then this Artistic License to you shall terminate on the date that such litigation is filed.
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Module Install Instructions
To install Statistics::TheilSenEstimator, copy and paste the appropriate command in to your terminal.
perl -MCPAN -e shell install Statistics::TheilSenEstimator
For more information on module installation, please visit the detailed CPAN module installation guide.