ODRPACK95 is a portable collection of Fortran 95 subprograms for fitting a model to data with bound constraints on the model parameters. It is designed primarily for instances when the explanatory as well as the response variables have significant errors, implementing a highly efficient algorithm for solving the weighted orthogonal distance regression problem, i.e., for minimizing the sum of the squares of the weighted orthogonal distances between each data point and the curve described by the model equation. It can also be used to solve the ordinary least squares problem where all of the errors are attributed to the observations of the dependent variable.
This project aims to modernize the original code, namely:
- Modify the tests so they can be automatically run in the CI.
- Conversion from fixed (
.f) to free-form (.f90) source. - Fix warnings, etc.
- Implement a C API.
- Implement python bindings to the C API.
The easiest way to build/test the code and run the examples is by means of fpm.
To build the library, do:
fpm build --profile releaseTo run the tests, do:
fpm test --profile releaseTo run the provided example, do:
fpm run --example "example_name" --profile releaseFirst, setup the build:
meson setup _buildTo build the libraries (static and dynamic), do:
meson compile -C _buildTo run the tests, do:
meson test -C _build- The original ODERPACK95 code is public domain.
- Any modications done in the course of this project are covered by BSD-3.
- Original code from Netlib.
- Paul T. Boggs, Janet R. Donaldson, Richaard h. Byrd, and Robert B. Schnabel. 1989. Algorithm 676: ODRPACK: software for weighted orthogonal distance regression. ACM Trans. Math. Softw. 15, 4 (Dec. 1989), 348–364. https://doi.org/10.1145/76909.76913
- Jason W. Zwolak, Paul T. Boggs, and Layne T. Watson. 2007. Algorithm 869: ODRPACK95: A weighted orthogonal distance regression code with bound constraints. ACM Trans. Math. Softw. 33, 4 (August 2007), 27–es. https://doi.org/10.1145/1268776.1268782