Robust statistics and optimmization from Python

tkpmep at hotmail.com tkpmep at hotmail.com
Mon Aug 29 11:12:26 EDT 2005


I use Python to generate a huge amount of data in a .csv file which I
then process using Excel. In particular, I use Excel's solver to solve
a number of non-linear equation, and then regress the results of
hundreds of calls to Solver against a set of known values, enabling me
to calibrate my model. This is a pain: i'd much rather perform all the
computations in Python and improve on Excels' regression as well.

Questions:
1. Is there a way to perform (or make a call to) a non-linear
optimization from Python?
2. Do Python packages for robust statistics (robust regression in
particular) exist. If so, which one would you recommend/

Thanks, as always, in advance for the guidance

Thomas Philips




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