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.

Install the latest version of this package by entering the following in R:

`install.packages("OrdMonReg")`

Author | Fadoua Balabdaoui, Kaspar Rufibach, Filippo Santambrogio |

Date of publication | 2011-12-01 08:00:09 |

Maintainer | Kaspar Rufibach <kaspar.rufibach@gmail.com> |

License | GPL (>= 2) |

Version | 1.0.3 |

http://www.ceremade.dauphine.fr/~fadoua, http://www.kasparrufibach.ch, http://www.math.u-psud.fr/~santambr/ |

**BoundedAntiMeanTwo:** Compute solution to the problem of two ordered isotonic or...

**BoundedIsoMean:** Compute least square estimate of an iso- or antitonic...

**BoundedIsoMeanTwoDykstra:** Compute solution to the problem of two ordered isotonic or...

**bstar_n:** Computes explicitly known values of the estimates in the two...

**disp:** Function to display numbers in outputs

**LSfunctional:** Compute least squares criterion for two ordered isotonic...

**MA:** Compute bounded weighted average

**mechIng:** Mechanical engineering dataset used to illustrate ordered...

**minK:** Compute projections on restriction cones in Dykstra's...

**ordMonReg-package:** Compute least squares estimates of one bounded or two ordered...

**Subgradient:** Computes a subgradient for the projected subgradient...

astar_1 | Man page |

BoundedAntiMean | Man page |

BoundedAntiMeanTwo | Man page |

BoundedIsoMean | Man page |

BoundedIsoMeanTwo | Man page |

BoundedIsoMeanTwoDykstra | Man page |

bstar_n | Man page |

disp | Man page |

LSfunctional | Man page |

MA | Man page |

mechIng | Man page |

minK | Man page |

minK1 | Man page |

minK2 | Man page |

minK3 | Man page |

OrdMonReg | Man page |

OrdMonReg-package | Man page |

Subgradient | Man page |

MD5

R

R/Subgradient.r
R/minK3.r
R/minK2.r
R/minK1.r
R/MA.r
R/LSfunctional.r
R/disp.r
R/bstar_n.r
R/BoundedIsoMeanTwoDykstra.r
R/BoundedIsoMeanTwo.r
R/BoundedIsoMean.r
R/BoundedAntiMeanTwo.r
R/BoundedAntiMean.r
R/astar_1.r
NEWS

NAMESPACE

man

man/Subgradient.Rd
man/ordMonReg-package.Rd
man/minK.Rd
man/mechIng.Rd
man/MA.Rd
man/LSfunctional.Rd
man/disp.Rd
man/bstar_n.Rd
man/BoundedIsoMeanTwoDykstra.Rd
man/BoundedIsoMean.Rd
man/BoundedAntiMeanTwo.Rd
DESCRIPTION

data

data/mechIng.rda

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