prox.isotonic: Proximal operator of the isotonic constraint

Description Usage Arguments Value Examples

Description

Computes the proximal operator of the isotonic constraint, i.e., the projection onto the set of nondecreasing vectors.

Usage

1

Arguments

x

The input vector

Value

The projection of x onto the set of nondecreasing vectors, obtained by solving an isotonic regression.

Examples

1
prox.isotonic(c(1,3,-2,4,5))

jpvert/apg documentation built on May 19, 2019, 11:51 p.m.