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Showing content from https://github.com/dakep/pyinit below:

dakep/pyinit: Pena-Yohai Initial Estimators for S-Estimators of Regression

An R package implementing the Pena-Yohai strategy (Pena & Yohai, 1999) to obtain initial estimators for robust S-Estimators of Regression.

Pena, D., & Yohai, V.. (1999). A Fast Procedure for Outlier Diagnostics in Large Regression Problems. Journal of the American Statistical Association, 94(446), 434-445. (http://doi.org/10.2307/2670164)

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