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

josef.pktd@gmai... josef.pktd@gmai...
Tue Aug 24 09:16:22 CDT 2010


On Tue, Aug 24, 2010 at 10:06 AM, Jorge Scandaliaris
<jorgesmbox-ml@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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