I found a useful method named "Theil–Sen estimator" on wikipedia: here
This method seems to be covered with mblm function on the mblm library.
I just downloaded it to do some tests.
I have one doub about it, if I do:
x <- c(1,2,3) y <- c(2,6,7) mod <- mblm(x~y)
It work perfectly, but I don't understand how to remove the intercept (set it to zero).
With lm() I do lm(x~y+0) but in this case I still see the intercept value.
So the first question is: How to set the intercept at 0 ?
The second question is about using this function with a matrix, take a look at the code below:
> y  6 4 1 8 7 > > t [,1] [,2] [1,] 2 32 [2,] 5 762 [3,] 6 5 [4,] 23 9 [5,] 34 16 > mblm(y~t) Call: mblm(formula = y ~ t) Coefficients: (Intercept) t NA NA
Why those NA / NA ?
If I do the same thing with lm() I don't have problems.
> lm(y~t) Call: lm(formula = y ~ t) Coefficients: (Intercept) t1 t2 3.453e+00 1.247e-01 5.435e-06
So the second question is: Can I use a matrix on the right side of the formula?