Welcome to varprox’s documentation!

The Package varprox is designed for solving penalized separable non-linear least squares problems. It extends the standard variable projection method by adding regularization on the non-linear variable. More details can be found in the documentation et references [1], [2]

Package features

  • Methods for minimizing separable non-linear least squares problems with penalizations and box constraints on variables.

  • Non linear model fitting in engineering.

  • Applications to the statistical inference for stochastic processes.

Installation from sources

The package source can be downloaded from the repository.

The package can be installed through PYPI with

pip install varprox

Communication to the author

varprox is developed and maintained by Arthur Marmin and Frédéric Richard. For feed-back, contributions, bug reports, contact directly the author, or use the discussion facility.

Licence

varprox is under licence GNU GPL, version 3.

Citation

When using varprox, please cite the papers [1] and [2].

Indices and tables