OrdMonReg (1.0.3)
Compute least squares estimates of one bounded or two ordered isotonic regression curves.
http://www.ceremade.dauphine.fr/~fadoua
http://www.kasparrufibach.ch
http://www.math.u-psud.fr/~santambr/
http://cran.r-project.org/web/packages/OrdMonReg
We consider the problem of estimating two isotonic regression curves g1* and g2* under the constraint that they are ordered, i.e. g1* <= g2*. Given two sets of n data points y_1, ..., y_n and z_1, ..., z_n that are observed at (the same) deterministic design points x_1, ..., x_n, the estimates are obtained by minimizing the Least Squares criterion L(a, b) = sum_{i=1}^n (y_i - a_i)^2 w1(x_i) + sum_{i=1}^n (z_i - b_i)^2 w2(x_i) over the class of pairs of vectors (a, b) such that a and b are isotonic and a_i <= b_i for all i = 1, ..., n. We offer two different approaches to compute the estimates: a projected subgradient algorithm where the projection is calculated using a PAVA as well as Dykstra's cyclical projection algorithm.
Maintainer:
Kaspar Rufibach
Author(s): Fadoua Balabdaoui, Kaspar Rufibach, Filippo Santambrogio
License: GPL (>= 2)
Uses: Does not use any package
Released over 1 year ago.
3 previous versions
- OrdMonReg_1.0.2. Released over 3 years ago.
- OrdMonReg_1.0.1. Released almost 4 years ago.
- OrdMonReg_1.0.0. Released about 4 years ago.
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