monreg.wrapper: Fit a monotonic regression function using monreg and cross...

In bisoreg: Bayesian Isotonic Regression with Bernstein Polynomials

Description

Uses cross validation to select the optimal value of a tuning parameter in the monreg function.

Usage

monreg.wrapper(x, y, hr.vals = seq(0.01, 0.4, l = 40), x0, folds = 5)

Arguments

x	predictor values
y	response values
hr.vals	values of the tuning parameter to evaluate using cross validation
x0	x values at which to compute fits. If missing, x0 is set to x
folds	number of folds to use in the cross-validation procedure

Details

None.

Value

Returns a monreg.

Warning

As of the current version of the srbern package, the monreg function in the monreg package has a memory leak in its C code. Calling the monreg function multiple times (e.g. in a simulation) will eventually consume all of the RAM on your computer and crash R.

Note

None.

Author(s)

S. McKay Curtis

References

Dette, H., Neumeyer, N., Pilz, K. F. (2006). "A simple nonparametric estimator of a strictly monotone regression function." Bernoulli 12(3), 469-490.

See Also

monreg

Examples

## See examples for bisoreg ##

Example output

Loading required package: bootstrap
Loading required package: monreg
Loading required package: R2WinBUGS
Loading required package: coda
Loading required package: boot

bisoreg documentation built on June 25, 2018, 9:03 a.m.