MA: Compute bounded weighted average

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

Description

This function computes the bounded weighted mean for any subset of indices.

Usage

MA(g, w, A = NA, a, b)

Arguments

g	Vector in R^n of measurements.
w	Vector in R^n of weights.
A	Subset of 1:n, denoting the subsets of the above vectors to compute the average with.
a	Vector in R^n that gives lower bound.
b	Vector in R^n that gives upper bound.

Details

This function computes the bounded average

MA[A] = \max\{\min\{Av[A], \min_{x \in A} b(x)\}, \max_{x \in A} a(x)\},

see Balabdaoui et al. (2009) for details.

Value

The bounded weighted average is returned.

Author(s)

Fadoua Balabdaoui [e-mail]
http://www.ceremade.dauphine.fr/~fadoua

Kaspar Rufibach (maintainer) [e-mail]
http://www.kasparrufibach.ch

Filippo Santambrogio [e-mail]
http://www.math.u-psud.fr/~santambr/

References

Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered monotone regression curves. Preprint.

See Also

This function is used by BoundedIsoMean.

OrdMonReg documentation built on May 2, 2019, 1:45 p.m.