UMR: Unmatched Monotone Regression

Unmatched regression refers to the regression setting where covariates and predictors are collected separately/independently and so are not paired together, as in the usual regression setting. Balabdaoui, Doss, and Durot (2021) <arXiv:2007.00830> study the unmatched regression setting where the univariate regression function is known to be monotone. This package implements methods for computing the estimator developed in Balabdaoui, Doss, and Durot (2021). The main method is an active-set-trust-region-based method.

Getting started

Package details

AuthorCharles Doss [aut, cre] (<>)
MaintainerCharles Doss <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the UMR package in your browser

Any scripts or data that you put into this service are public.

UMR documentation built on Aug. 14, 2021, 9:09 a.m.