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ENH: add Siegel slopes (robust regression) to scipy.stats #9101

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merged 5 commits into from Aug 25, 2018

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chrisb83 commented Jul 31, 2018

Robust regression method similar to stats.theilslopes. Implementation is build on that function. Function is included in stats and mstats.

https://en.wikipedia.org/wiki/Repeated_median_regression

Test cases added to scipy/stats/tests/test_mstats_basic.py (+ some minor PEP8 clean-up)

@chrisb83 chrisb83 force-pushed the chrisb83:siegel_slope branch from 8df2b24 to f972c53 Aug 5, 2018
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rgommers commented Aug 23, 2018

This looks like a useful addition to me, +1 for adding it. Name seems reasonable as well.

TravisCI failure is unrelated.

@ev-br ev-br merged commit 8a8fec9 into scipy:master Aug 25, 2018
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ev-br commented Aug 25, 2018

Looks good to me too, has a +1 from Ralf, CI failure is unrelated, so I'd ignore it and so merge. This probably needs a release note, too. Thanks Christoph, Ralf.

P.S. for future ones: I'm hitting the squash-and-merge because of a sequence of fixup commits. One other option could be to squash the fixups and force-push.

@ev-br ev-br added this to the 1.2.0 milestone Aug 25, 2018
TimothyWillard added a commit to TimothyWillard/scipy that referenced this pull request Sep 19, 2018
* ENH add robust regression (Siegel) to scipy.stats
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