Open UnixJunkie opened 3 years ago
Hello.
This is a follow up of this feature request but in a more general context.
I think that it could be interesting to extend the current statistical methods in owl with several robust estimators, in a similar way to: https://cran.r-project.org/web/packages/WRS2/index.html
To help on this it would needed to know where is expected to be added the new functions (there are stats functions in base and owl) and if maybe a new file owl_stats_robust.ml is a good approach.
We can also take a look to: https://github.com/mrxiaohe/RobustStats.jl for an initial list of functions to be included.
https://en.wikipedia.org/wiki/Random_sample_consensus
Can be used to do robust (less or no influence from outliers) fitting of a curve to data points.