pkmon: Least-Squares Estimator under k-Monotony Constraint for Discrete Functions
Version 0.9

We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) . 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) , and from mixtures of splines.

Package details

AuthorJade Giguelay
Date of publication2016-09-24 12:40:13
MaintainerJade Giguelay <[email protected]>
LicenseCC BY 4.0
Version0.9
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pkmon")

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pkmon documentation built on May 29, 2017, 8:35 p.m.