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Algorithm 869: ODRPACK95: A weighted orthogonal distance regression code with bound constraints

Published: 15 August 2007 Publication History

Abstract

ODRPACK (TOMS Algorithm 676) has provided a complete package for weighted orthogonal distance regression for many years. The code is complete with user selectable reporting facilities, numerical and analytic derivatives, derivative checking, and many more features. The foundation for the algorithm is a stable and efficient trust region Levenberg-Marquardt minimizer that exploits the structure of the orthogonal distance regression problem. ODRPACK95 was created to extend the functionality and usability of ODRPACK. ODRPACK95 adds bound constraints, uses the newer Fortran 95 language, and simplifies the interface to the user called subroutine.

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ZIP File (869.zip)
Software for ODRPACK95: A weighted orthogonal distance regression code with bound constraints

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Published In

cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 33, Issue 4
August 2007
147 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/1268776
Issue’s Table of Contents
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Publication History

Published: 15 August 2007
Published in TOMS Volume 33, Issue 4

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Author Tags

  1. Errors in variables
  2. Fortran 95
  3. measurement error models
  4. nonlinear least squares
  5. orthogonal distance regression
  6. simple bounds

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