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Re: [Help-gsl] robust regression with GSL ?

From: Brian Gough
Subject: Re: [Help-gsl] robust regression with GSL ?
Date: Wed, 12 Nov 2003 13:32:28 +0000

Axel Kowald writes:
 > Hello everybody,
 > I just discovered GSL and wonder if there are routines for doing robust 
 > linear regression with it (at first sight I didn't find anything) ?
 > I read about robust regression that uses M-estimators with Andrew's Sine, 
 > Huber's method or Tukey's Biweight as influence function.
 > Exists such a routine in GSL ?

No, although the existing least squares routines could probably be
adapted to use a different metric.

 > And if not, does anybody now from where to get C/C++ source code for robust 
 > regression ?

This is something it would be useful to have in GSL.

Brian Gough

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