OrdMonReg: Compute least squares estimates of one bounded or two ordered isotonic regression curves
Version 1.0.3

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.

Browse man pages Browse package API and functions Browse package files

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
URL http://www.ceremade.dauphine.fr/~fadoua http://www.kasparrufibach.ch http://www.math.u-psud.fr/~santambr/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("OrdMonReg")

Man pages

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...

Functions

BoundedAntiMean Man page Source code
BoundedAntiMeanTwo Man page Source code
BoundedIsoMean Man page Source code
BoundedIsoMeanTwo Man page Source code
BoundedIsoMeanTwoDykstra Man page Source code
LSfunctional Man page Source code
MA Man page Source code
OrdMonReg Man page
OrdMonReg-package Man page
Subgradient Man page Source code
astar_1 Man page Source code
bstar_n Man page Source code
disp Man page Source code
mechIng Man page
minK Man page
minK1 Man page Source code
minK2 Man page Source code
minK3 Man page Source code

Files

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
OrdMonReg documentation built on May 20, 2017, 2:26 a.m.