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.

Package details

AuthorJade Giguelay
MaintainerFrancois Deslandes <[email protected]>
LicenseCC BY 4.0
Package repositoryView on CRAN
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pkmon documentation built on Oct. 22, 2018, 9:03 a.m.