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pkmon: Least-Squares Estimator under k-Monotony Constraint for Discrete Functions
We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) <DOI:10.1111/j.1467-9469.2007.00588.x>. The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) <DOI:10.1239/jap/1378401239>, and from mixtures of splines.
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Package details |
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| Author | Jade Giguelay |
| Maintainer | Francois Deslandes <francois.deslandes@inra.fr> |
| License | CC BY 4.0 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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