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

Jorge Scandaliaris jorgesmbox-ml@yahoo...
Tue Aug 24 08:17:39 CDT 2010


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.

Thanks in advance,

Jorge



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