[SciPy-user] Numerical Recipes robust fit implementation

Angus McMorland amcmorl@gmail....
Mon Jul 16 06:01:16 CDT 2007


Hi Andrew et al.,

> Angus McMorland wrote:
> > I'm in need of a robust linear-fit algorithm- Numerical Recipes (in C)
> > medfit routine will do nicely. I've had a quick look and don't see any
> > similar routines in scipy. Is there one I'm missing?

On 16/07/07, Andrew Straw <strawman@astraw.com> wrote:
> I don't know if the MEDFIT algorithm is something you really want, but I
> wrote a simple implementation of the RANSAC algorithm:
> http://www.scipy.org/Cookbook/RANSAC
>
> This is not to say I recommend the use of such algorithms as RANSAC! :)
>
> -Andrew
>
> PS There seems to be some criticism of the MEDFIT algorithm in general
> and as implemented in NR in particular online.

Thanks for the heads up on those issues. I've had a quick google on
this myself now and found this
(http://www.lysator.liu.se/c/num-recipes-in-c.html) comment verbatim
several times on different websites  - someincluding mention that the
discussion refers to the first edition and some not. According to NR
(http://www.nr.com/bug-rebutt.htm - seems a little melodramatically
worded in places) in the second edition they've addressed issues
raised about medfit.

I'm going to have to think a bit more what I want to achieve to see if
RANSAC is useful. Ultimately I hope to determine the probability of a
a given data set being exponentially distributed, by comparing the raw
frequency distribution to an expected distribution based on a linear
fit to the log transform of the raw one. It seems a bit like basing my
'expected' distribution on a subset of data from which outliers have
been completely excluded is self-fulfilling, and having some other
criterion for weighting of the error term (as medfit does) seems more
appropriate. This is however very much just a gut feeling rather than
an educated assessment, so any other comments are welcome.

It certainly is useful to know the RANSAC algorithm exists, so thanks for that.

Thanks again,

Angus.
-- 
AJC McMorland, PhD Student
Physiology, University of Auckland


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