R/UMR.R

In UMR: Unmatched Monotone Regression

#' UMR: For computing an estimator in Unlinked Monotone Regression.
#'
#'
#' A package for computing an estimator in the problem of univariate Unlinked
#' Monotone Regression. See Balabdaoui, Doss, and Durot (2021).
#'
#' @section 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).
#' 
#' @docType package
#'
#' @name UMR
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