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Reduce dependencies (e.g., statsmodels) #33

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hippke opened this issue Jun 26, 2019 · 2 comments

Owner

hippke commented Jun 26, 2019 •

edited

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

Owner Author

hippke commented Jul 9, 2019

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

Owner Author

hippke commented Jul 14, 2019

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

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