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verified publisher icon hippke

Reduce dependencies (e.g., statsmodels)

Open hippke opened this issue 6 years ago • 2 comments

  • Change estimators Hampel, Huber, Ramsay from RLS to estimate_location
  • lowess: Convert Cython to numba?

hippke avatar Jun 26 '19 14:06 hippke

  • Added own lowess implementation instead of statsmodels dependency
    • faster (based on numba)
    • cleaner code (38 sloc instead of 678 sloc in statsmodels)
    • convergence to defined level (default 1e-6) instead of a fixed number of robustifying rounds

hippke avatar Jul 09 '19 14:07 hippke

lowess released with 1.0.7. estimators Hampel, Huber, Ramsay still open

hippke avatar Jul 14 '19 11:07 hippke