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.
Package details |
|
---|---|
Author | Fadoua Balabdaoui, Kaspar Rufibach, Filippo Santambrogio |
Maintainer | Kaspar Rufibach <kaspar.rufibach@gmail.com> |
License | GPL (>= 2) |
Version | 1.0.3 |
URL | http://www.ceremade.dauphine.fr/~fadoua http://www.kasparrufibach.ch http://www.math.u-psud.fr/~santambr/ |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.