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scipy.stats.mstats.

# theilslopes

scipy.stats.mstats.theilslopes(y, x=None, alpha=0.95, method='separate')

  Computes the Theil-Sen estimator for a set of points (x, y).

  `theilslopes` implements a method for robust linear regression. It computes the slope as the median of all slopes between paired values.

  Parameters:
    yarray_like

      Dependent variable.

    xarray_like or None, optional

      Independent variable. If None, use `arange(len(y))` instead.

    alphafloat, optional

      Confidence degree between 0 and 1. Default is 95% confidence. Note that alpha is symmetric around 0.5, i.e. both 0.1 and 0.9 are interpreted as “find the 90% confidence interval”.

    method{‘joint’, ‘separate’}, optional

      Method to be used for computing estimate for intercept. Following methods are supported,

      > - ‘joint’: Uses np.median(y - slope * x) as intercept.

      > - ‘separate’: Uses np.median(y) - slope * np.median(x)

      >     as intercept.

      The default is ‘separate’.

      Added in version 1.8.0.

  Returns:
    result `TheilslopesResult` instance

      The return value is an object with the following attributes:

      slopefloat

        Theil slope.

      interceptfloat

        Intercept of the Theil line.

      low_slopefloat

        Lower bound of the confidence interval on slope.

      high_slopefloat

        Upper bound of the confidence interval on slope.

  See also

  `siegelslopes`

    a similar technique using repeated medians

  Notes

  For more details on `theilslopes`, see `scipy.stats.theilslopes`.