[SciPy-user] odr weighted residuals

Robert Kern robert.kern at gmail.com
Tue Aug 15 23:22:27 CDT 2006

Christian Kristukat wrote:
> Hi,
> this is probably a question for Robert but other people might be interested in
> this as well, so here it goes:
> Does odr support weighted residuals such that data points which are far away
> from the bulk of points have small weights?

Nope. Whatever else ODR is, it's still least-squares. In order to do what you 
want, you will have to resort to iterated reweighting (Google for algorithms) or 
some other scheme that is built on top of least-squares. Or you can construct 
the appropriate non-linear optimization problem directly and use one of the 
fmin*() functions.

Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
  that is made terrible by our own mad attempt to interpret it as though it had
  an underlying truth."
   -- Umberto Eco

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