statsmodels/statsmodels — pull request #452 by josef-pkt (2012-09-06 15:30:24+00:00)
Title: WIP: ENH:LTS, MTL least trimmed squares and ETS and MM-E

extensions to robust estimation

least trimmed squares
efficient least trimmed squares
mm-estimation
maximum trimmed likelihood

basic models work and look good in MonteCarlo and some examples from papers

no unit tests yet
incomplete integration with RLM