[SciPy-user] robustfit

[Robert Kern]

Steve Schmerler wrote:
> Hi developers
> 
> I wonder if there are plans to implement a routine in scipy.stats 
> similar to MATLAB's robustfit() function which handels outliers in a 
> data set by iteratively adjusting a residual weight array.

I don't think anyone has any concrete plans to do so. Can you provide 
any documentation about the specific algorithm you'd like to see? I've 
encountered any number of such beasts (and don't trust any of them!).

-- 
Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
  Are the graves of dreams allowed to die."
   -- Richard Harter