Rearrangement: Monotonize Point and Interval Functional Estimates by Rearrangement

The rearrangement operator (Hardy, Littlewood, and Polya 1952) for univariate, bivariate, and trivariate point estimates of monotonic functions. The package additionally provides a function that creates simultaneous confidence intervals for univariate functions and applies the rearrangement operator to these confidence intervals.

Package details

AuthorWesley Graybill, Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
MaintainerIvan Fernandez-Val <ivanf@bu.edu>
LicenseGPL (>= 2)
Version2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Rearrangement")

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Rearrangement documentation built on May 1, 2019, 11:29 p.m.