Orthogonal distance regression (scipy.odr)¶
Package Content¶
| odr(fcn, beta0, y, x[, we, wd, fjacb, ...]) | |
| ODR(data, model[, beta0, delta0, ifixb, ...]) | The ODR class gathers all information and coordinates the running of the |
| Data(x[, y, we, wd, fix, meta]) | The Data class stores the data to fit. |
| Model(fcn[, fjacb, fjacd, extra_args, ...]) | The Model class stores information about the function you wish to fit. |
| Output(output) | The Output class stores the output of an ODR run. |
| RealData(x[, y, sx, sy, covx, covy, fix, meta]) | The RealData class stores the weightings as actual standard deviations |
| odr_error | |
| odr_stop |
Usage information¶
Introduction¶
Why Orthogonal Distance Regression (ODR)? Sometimes one has measurement errors in the explanatory (a.k.a., “independent”) variable(s), not just the response (a.k.a., “dependent”) variable(s). Ordinary Least Squares (OLS) fitting procedures treat the data for explanatory variables as fixed, i.e., not subject to error of any kind. Furthermore, OLS procedures require that the response variables be an explicit function of the explanatory variables; sometimes making the equation explicit is impractical and/or introduces errors. ODR can handle both of these cases with ease, and can even reduce to the OLS case if that is sufficient for the problem.
ODRPACK is a FORTRAN-77 library for performing ODR with possibly non-linear fitting functions. It uses a modified trust-region Levenberg-Marquardt-type algorithm [R216] to estimate the function parameters. The fitting functions are provided by Python functions operating on NumPy arrays. The required derivatives may be provided by Python functions as well, or may be estimated numerically. ODRPACK can do explicit or implicit ODR fits, or it can do OLS. Input and output variables may be multi-dimensional. Weights can be provided to account for different variances of the observations, and even covariances between dimensions of the variables.
odr provides two interfaces: a single function, and a set of high-level classes that wrap that function; please refer to their docstrings for more information. While the docstring of the function odr does not have a full explanation of its arguments, the classes do, and arguments of the same name usually have the same requirements. Furthermore, the user is urged to at least skim the ODRPACK User’s Guide - “Know Thy Algorithm.”
Use¶
See the docstrings of odr.odrpack and the functions and classes for usage instructions. The ODRPACK User’s Guide (linked above) is also quite helpful.
