legacy: Monotone Regression Legacy Function

In monotone: Performs Monotone Regression

Monotone Regression Legacy Function

Description

legacy provides some functions for monotone regression from the past. Current implementations have been translated into C for proper comparison in Busing (2022).

Usage

legacy(x, w = rep(1, length(x)), number = 0)

Arguments

x	a real-valued vector.
w	a real-valued vector with positive weights (default a vector with ones).
number	function number (specifications below).

Details

Legacy implementations by number, function, author, and year:

• 0 = default (do nothing)

• 1 = fitm() by Kruskal (1964).

• 2 = wmrmnh() by van Waning (1976).

• 3 = amalgm() by Cran (1980).

• 4 = pav() by Bril (1984).

• 5 = isoreg() by Gupta (1995).

• 6 = iso_pava() by Turner (1997).

• 7 = isotonic() by Kincaid (2001).

• 8 = isomean() by Strimmer (2008).

• 9 = pooled_pava() by Pedregosa (2011).

• 10 = linear_pava() by Tulloch (2014).

• 11 = inplace_pava() by Varoquaux (2016).

• 12 = md_pava() by Danish (2016).

• 13 = reg_1d_l2() by Xu (2017).

• 14 = jbkpava() by de Leeuw (2017).

Error checking on w or x is not present.

Value

Returns a real-valued vector with values of x in increasing order.

References

Busing, F.M.T.A. (2022). Monotone Regression: A Simple and Fast O(n) PAVA Implementation. Journal of Statistical Software, Code Snippets, 102 (1), pp. 1-25. (<doi:10.18637/jss.v102.c01>)

Examples

y <- c( 8, 4, 8, 2, 2, 0, 8 )
x <- legacy( y, number = 1 )
print( x )

monotone documentation built on May 25, 2022, 5:06 p.m.