[SciPy-User] Least median of squares for regression in scipy?

[josef.pktd at gmail.com]

On Tue, Aug 24, 2010 at 9:17 AM, Jorge Scandaliaris
<jorgesmbox-ml at yahoo.es> wrote:
> Hi,
> I have to perform a linear regression on noisy data. On the last paper I read
> least median of squares was suggested for dealing with outliers. I have searched
> the scipy docs but it seems nothing is readily available. Searching the web for
> "(python OR scipy OR numpy) least median square" doesn't yield meaningfull
> results. The best I found were fortran and matlab code, which I would need to
> wrap (I have zero knowledge about fortran or wrapping it into python, except
> that there's a tool called f2py, but I would have to learn that as well) or
> rewrite (I used matlab in the past, so this should be feasible).
> I am asking here in the hope there's something I overlooked before I jump into
> one of the (probably more time demanding) possibilities I mentioned above.

scikits.statsmodels has robust linear model estimators,  rlm

Josef


>
> Thanks in advance,
>
> Jorge
>
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