Hi,

There have been some implementations of Theil-Sen floating around for inclusion 
in statsmodels, but no PRs yet. IMO it might fit in a little better in 
statsmodels.robust than sklearn unless their are some aspects of Theil-Sen I'm 
not familiar with.

Skipper

Sent from my mobile

> On Jan 10, 2014, at 12:16 PM, "florian.wilh...@gmail.com" 
> <florian.wilh...@gmail.com> wrote:
> 
> Hi,
> 
> I'd like to add a Theil-Sen estimator for a multiple linear regression
> problem to Scikit-Learn as described in the paper:
> http://home.olemiss.edu/~xdang/papers/MTSE.pdf
> Is anyone already working on this or are there any objections
> regarding the inclusion of a Theil-Sen estimator into Scikit-Learn?
> 
> Best regards,
> 
> Florian Wilhelm
> 
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