scipy.stats.mstats.siegelslopes#

scipy.stats.mstats.siegelslopes(y, x=None, method='hierarchical')[source]#

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

yarray_like: Dependent variable.
xarray_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

resultSiegelslopesResult instance

The return value is an object with the following attributes:

slopefloat: Estimate of the slope of the regression line.
interceptfloat: Estimate of the intercept of the regression line.