owlbarn / owl

Owl - OCaml Scientific Computing @ https://ocaml.xyz
MIT License
1.22k stars 122 forks source link

[feature request] provide a RANSAC implementation #579

Open UnixJunkie opened 3 years ago

UnixJunkie commented 3 years ago

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.

RCHG commented 1 year 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.