https://github.com/hugomvale/odrpack95
Software for Weighted Orthogonal Distance Regression with Bound Constraints
https://github.com/hugomvale/odrpack95
fortran fpm mathematics odr regression statistics
Last synced: 15 days ago
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Software for Weighted Orthogonal Distance Regression with Bound Constraints
- Host: GitHub
- URL: https://github.com/hugomvale/odrpack95
- Owner: HugoMVale
- License: mit
- Created: 2024-05-09T15:22:59.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2025-08-30T21:35:27.000Z (2 months ago)
- Last Synced: 2025-08-30T23:30:28.179Z (2 months ago)
- Topics: fortran, fpm, mathematics, odr, regression, statistics
- Language: Fortran
- Homepage: https://hugomvale.github.io/odrpack95/
- Size: 4.3 MB
- Stars: 10
- Watchers: 2
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# odrpack
A modernized Fortran package for weighted orthogonal distance regression (ODR).
[](https://github.com/HugoMVale/odrpack95/actions)
[](https://codecov.io/gh/HugoMVale/odrpack95)
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[](https://deepwiki.com/HugoMVale/odrpack95)
## Description
`odrpack` is a package for weighted orthogonal distance regression (ODR), also known as [errors-in-variables regression](https://en.wikipedia.org/wiki/Errors-in-variables_models).
It is designed primarily for instances when both the explanatory and response variables have significant errors.
The package implements a highly efficient algorithm for minimizing the sum of the squares of the weighted orthogonal
distances between each data point and the curve described by the model equation, subject to parameter bounds. The nonlinear
model can be either explicit or implicit. Additionally, `odrpack` can be used to solve the ordinary least squares problem where all of
the errors are attributed to the observations of the dependent variable.
## History
The first version of the library, named ODRPACK, was originally released in 1989 [^1], and the
last "official" update, named ODRPACK95, dates from 2004 [^2]. The full revision history is
provided on page iv of the [User's Reference Guide for ODRPACK95](https://github.com/HugoMVale/odrpack95/blob/main/original/Doc/guide.pdf).
`odrpack` is a modernization of the ODRPACK95 code [^3], intended to make the library easier to
use and maintain. The main changes include:
* [x] Conversion from fixed-form (`.f`) to free-form (`.f90`).
* [x] Conversion from upper case to lower case.
* [x] Modularization.
* [x] Removal of `DATA` statements, labeled do loops, and (most) `goto`s.
* [x] Addition of `intent(in/out)` to all procedures.
* [x] Addition of explicit interfaces to BLAS routines.
* [x] Implementation of a C API.
* [x] Automatic code documentation with FORD.
* [x] Python bindings, available in the companion repo [odrpack-python](https://github.com/HugoMVale/odrpack-python).
* [x] Julia bindings, available in the companion repo [Odrpack.jl](https://github.com/HugoMVale/Odrpack.jl).
| Version | Year | Standard |
|:-------------:|:----:|:------------:|
| odrpack | 2024 | Fortran 2018 |
| ODRPACK95 1.0 | 2004 | Fortran 95 |
| ODRPACK 2.0 | 1992 | FORTRAN 77 |
| ODRPACK 1.0 | 1989 | FORTRAN 77 |
## Build instructions
### Dependencies
`odrpack` depends on a small number of functions from BLAS and LINPACK.
* The build configuration files provided with the code (see further below) assume a suitable
BLAS library is locally installed. Alternatively, the subset of required BLAS functions is
available in [external/blas.f](/external/blas.f); it suffices to move the file to the `src`
folder.
* The subset of required LINPACK functions is available in [src/linpack.f](/src/linpack.f) and
is already included in the build configuration files. No action is required.
### With fpm
The easiest way to build/test the code and run the examples is by means of [`fpm`](https://fpm.fortran-lang.org/).
To build the library, do:
```sh
fpm build --profile release
```
To run the tests, do:
```sh
fpm test --profile release
```
To run the provided examples, do:
```sh
fpm run --example "example_name" --profile release
```
### With meson
First, setup the build:
```sh
meson setup builddir -Dbuild_tests=true
```
To build the libraries, do:
```sh
meson compile -C builddir
```
To run the tests, do:
```sh
meson test -C builddir
```
### With CMake
First, setup the build:
```sh
cmake -B builddir -DBUILD_TESTS=ON
```
To build the libraries, do:
```sh
cmake --build builddir
```
To run the tests, do:
```sh
ctest --test-dir builddir
```
## Licence
* The original ODERPACK95 code is [public domain](https://github.com/scipy/scipy/issues/7107#issuecomment-307378785).
* Modifications introduced in this project are covered under the MIT license.
### References
[^1]: 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
[^2]: 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
[^3]: Original source code from [Netlib](https://www.netlib.org/odrpack/).