[SciPy-User] Least median of squares for regression in scipy?
Tue Aug 24 09:16:22 CDT 2010
On Tue, Aug 24, 2010 at 10:06 AM, Jorge Scandaliaris
> <josef.pktd <at> gmail.com> writes:
>> scikits.statsmodels has robust linear model estimators, rlm
> 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.)
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