isotone: Active Set and Generalized PAVA for Isotone Optimization

Contains two main functions: one for solving general isotone regression problems using the pool-adjacent-violators algorithm (PAVA); another one provides a framework for active set methods for isotone optimization problems with arbitrary order restrictions. Various types of loss functions are prespecified.

AuthorPatrick Mair [aut, cre], Jan De Leeuw [aut], Kurt Hornik [aut]
Date of publication2015-08-06 19:01:15
MaintainerPatrick Mair <mair@fas.harvard.edu>
LicenseGPL-2
Version1.1-0
http://r-forge.r-project.org/projects/psychor/

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