OrdMonReg: Compute least squares estimates of one bounded or two ordered isotonic regression curves

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.

AuthorFadoua Balabdaoui, Kaspar Rufibach, Filippo Santambrogio
Date of publication2011-12-01 08:00:09
MaintainerKaspar Rufibach <kaspar.rufibach@gmail.com>
LicenseGPL (>= 2)
Version1.0.3
http://www.ceremade.dauphine.fr/~fadoua, http://www.kasparrufibach.ch, http://www.math.u-psud.fr/~santambr/

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Files

OrdMonReg
OrdMonReg/MD5
OrdMonReg/R
OrdMonReg/R/Subgradient.r
OrdMonReg/R/minK3.r
OrdMonReg/R/minK2.r
OrdMonReg/R/minK1.r
OrdMonReg/R/MA.r
OrdMonReg/R/LSfunctional.r
OrdMonReg/R/disp.r
OrdMonReg/R/bstar_n.r
OrdMonReg/R/BoundedIsoMeanTwoDykstra.r
OrdMonReg/R/BoundedIsoMeanTwo.r
OrdMonReg/R/BoundedIsoMean.r
OrdMonReg/R/BoundedAntiMeanTwo.r
OrdMonReg/R/BoundedAntiMean.r
OrdMonReg/R/astar_1.r
OrdMonReg/NEWS
OrdMonReg/NAMESPACE
OrdMonReg/man
OrdMonReg/man/Subgradient.Rd OrdMonReg/man/ordMonReg-package.Rd OrdMonReg/man/minK.Rd OrdMonReg/man/mechIng.Rd OrdMonReg/man/MA.Rd OrdMonReg/man/LSfunctional.Rd OrdMonReg/man/disp.Rd OrdMonReg/man/bstar_n.Rd OrdMonReg/man/BoundedIsoMeanTwoDykstra.Rd OrdMonReg/man/BoundedIsoMean.Rd OrdMonReg/man/BoundedAntiMeanTwo.Rd
OrdMonReg/DESCRIPTION
OrdMonReg/data
OrdMonReg/data/mechIng.rda

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