[SciPy-User] Least median of squares for regression in scipy?
josef.pktd at gmail.com
josef.pktd at gmail.com
Tue Aug 24 10:16:22 EDT 2010
On Tue, Aug 24, 2010 at 10:06 AM, Jorge Scandaliaris
<jorgesmbox-ml at yahoo.es> wrote:
> <josef.pktd <at> gmail.com> writes:
>
>>
>> scikits.statsmodels has robust linear model estimators, rlm
>>
>> Josef
>
> Thanks, I'll check it out
The wikipedia link for Huber loss function, and
http://statsmodels.sourceforge.net/rlm.html might get you started.
It should be possible to try out different options to see which
version can handle your outliers.
(I'm a bit busy and don't know rlm so well, but if you have any
questions, I could look at them tonight, or maybe Skipper is
available. Skipper worked on RLM.)
Josef
>
>
> Jorge
>
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