I have a set of 3D points (x,y,z) and I would like to fit a straight line using Least absolute deviation method to those data.
I found a function from the internet which works pretty well with 2D data, how could I modify this to adapt 3D data points?
function B = L1LinearRegression(X,Y)
% Determine size of predictor data
[n m] = size(X);
% Initialize with least-squares fit
B = [ones(n,1) X] \ Y;
% Least squares regression
BOld = B;
BOld(1) = BOld(1) + 1e-5;
% Force divergence
% Repeat until convergence
while (max(abs(B - BOld)) > 1e-6) % Move old coefficients
BOld = B; % Calculate new observation weights (based on residuals from old coefficients)
W = sqrt(1 ./ max(abs((BOld(1) + (X * BOld(2:end))) - Y),1e-6)); % Floor to avoid division by zero
% Calculate new coefficients
B = (repmat(W,[1 m+1]) .* [ones(n,1) X]) \ (W .* Y);
end
Thank you very much!