WOLFRAM COMMUNITY
Connect with users of Wolfram technologies to learn, solve problems and share ideas
Join
Sign In
Dashboard
Groups
People
Message Boards
Answer
(
Unmark
)
Mark as an Answer
WOLFRAM COMMUNITY
Dashboard
Groups
People
0
|
2136 Views
|
3 Replies
|
3 Total Likes
View groups...
Follow this post
Share
Share this post:
GROUPS:
Mathematics
Mathematica
Minimizing distance (not square of distance) of linear fit to data points
Gustav Fredell
Gustav Fredell
Posted
10 years ago
Hi all,
I have a set of data {x1, y1}, {x2, y2}...
Is it possible to fit a regression line to this data that minimizes the total distance from the line to my data points? This would be better than Least-Squares in this instance.
Thank you
POSTED BY:
Gustav Fredell
Reply
|
Flag
3 Replies
Sort By:
Replies
Likes
Recent
2
Daniel Lichtblau
Daniel Lichtblau, Wolfram Research
Posted
10 years ago
From the wording it appears that you are looking for a "total least squares" result. That can be done using the singular values decomposition.
POSTED BY:
Daniel Lichtblau
Reply
|
Flag
0
Sander Huisman
Sander Huisman, University of Twente
Posted
10 years ago
Gustace, I don't think it will take into account the 'horizontal' difference, only the vertical distance. Calculating the closest distance to a line is a little tricky, but can be done of course.
POSTED BY:
Sander Huisman
Reply
|
Flag
1
Gustav Fredell
Gustav Fredell
Posted
10 years ago
I think I solved the problem myself by using:
FindFit[{dataset}, a + b x, {a, b}, x, NormFunction -> (Norm[#, Infinity] &)]
Thanks for looking.
POSTED BY:
Gustav Fredell
Reply
|
Flag
Reply to this discussion
in reply to
Add Notebook
Community posts can be styled and formatted using the
Markdown syntax
.
Tag limit exceeded
Note: Only the first five people you tag will receive an email notification; the other tagged names will appear as links to their profiles.
Publish anyway
Cancel
Reply Preview
Attachments
Remove
Add a file to this post
Follow this discussion
or
Discard
Group Abstract
Be respectful. Review our
Community Guidelines
to understand your role and responsibilities.
Community Terms of Use
Feedback
Enable JavaScript to interact with content and submit forms on Wolfram websites.
Learn how »