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.

Author
Jade Giguelay
Date of publication
2016-09-24 12:40:13
Maintainer
Jade Giguelay <jade.giguelay@ens-paris-saclay.fr>
License
CC BY 4.0
Version
0.9

View on CRAN

Man pages

BaseNorm
Normalized spline basis
Delta
Discrete laplacian
estMonotone
Estimators of discrete probabilities under k-monotony...
kKnot
k-Knot
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...

Files in this package

pkmon
pkmon/NAMESPACE
pkmon/R
pkmon/R/Estim_fkmon.R
pkmon/R/Estim_pkmon.R
pkmon/R/auxiliary_functions.R
pkmon/R/Simul_kmon.R
pkmon/MD5
pkmon/DESCRIPTION
pkmon/man
pkmon/man/Spline.Rd
pkmon/man/pEmp.Rd
pkmon/man/pkmon-package.Rd
pkmon/man/estMonotone.Rd
pkmon/man/kKnot.Rd
pkmon/man/Delta.Rd
pkmon/man/BaseNorm.Rd