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.
|Date of publication||2016-09-24 12:40:13|
|Maintainer||Jade Giguelay <firstname.lastname@example.org>|
|License||CC BY 4.0|
BaseNorm: Normalized spline basis
Delta: Discrete laplacian
estMonotone: Estimators of discrete probabilities under k-monotony...
pEmp: Empirical estimator of a discrete function
pkmon-package: Least-squares estimator under k-monotony constraint for...
Spline: Random generation and distribution function of k-monotone...
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