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.

Install the latest version of this package by entering the following in R:
install.packages("pkmon")
AuthorJade Giguelay
Date of publication2016-09-24 12:40:13
MaintainerJade Giguelay <jade.giguelay@ens-paris-saclay.fr>
LicenseCC BY 4.0
Version0.9

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