solveNonIncreasing: Solve for best non-increasing fit.

In WinVector/vtreat: A Statistically Sound 'data.frame' Processor/Conditioner

Solve for best non-increasing fit.

Description

Return a vector of length y that is a function of x (differs at must where x differs) obeying the opposite order constraints as x. This vector is picked as close to y (by square-distance) as possible.

Usage

solveNonIncreasing(varName, x, y, w = NULL)

Arguments

varName	character, name of variable
x	numeric, factor, or character input (not empty, no NAs).
y	numeric (same length as x no NAs), output to match
w	numeric positive, same length as x (weights, can be NULL)

Details

Please see https://github.com/WinVector/vtreat/blob/main/extras/MonotoneCoder.md.

Value

isotonicly adjusted y (non-decreasing)

Examples

if(requireNamespace("isotone", quietly = TRUE)) {
   solveNonIncreasing('v', 1:3, c(1,2,1))
}

WinVector/vtreat documentation built on Aug. 29, 2023, 4:49 a.m.