Algorithm 863: L2WPMA, a Fortran 77 package for weighted least-squares piecewise monotonic data approximation

Abstract

Fortran software is developed that calculates a best piecewise monotonic approximation to <i>n</i> univariate data contaminated by random errors. The underlying method minimizes the weighted sum of the squares of the errors by requiring <i>k</i> − 1 sign changes in the first divided differences of the approximation, where <i>k</i> is a given positive… (More)
DOI: 10.1145/1206040.1206046

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