UMR: UMR: For computing an estimator in Unlinked Monotone...
In UMR: Unmatched Monotone Regression
Description
A package for computing an estimator in the problem of univariate Unlinked
Monotone Regression. See Balabdaoui, Doss, and Durot (2021).
UMR functions
The main function is UMRactiveSet_trust, which uses the trust region for
second order optimization of the nonconvex objective function as a
subroutine. Other functions for optimizing are also provided, for
comparisons; these include gradDesc_PC (for Gradient Descent for Piecwise
Constant functions), gradDesc. The former is faster than the latter (but
slower than the second order method). The latter is the more naive
vanilla gradient descent method (can be used for instance to double check
results from gradDesc_PC).
UMR documentation built on Aug. 14, 2021, 9:09 a.m.
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Description
A package for computing an estimator in the problem of univariate Unlinked Monotone Regression. See Balabdaoui, Doss, and Durot (2021).
UMR functions
The main function is UMRactiveSet_trust, which uses the trust region for second order optimization of the nonconvex objective function as a subroutine. Other functions for optimizing are also provided, for comparisons; these include gradDesc_PC (for Gradient Descent for Piecwise Constant functions), gradDesc. The former is faster than the latter (but slower than the second order method). The latter is the more naive vanilla gradient descent method (can be used for instance to double check results from gradDesc_PC).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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