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We consider the problem of estimating two isotonic regression curves g1* and g2* under the constraint that they are ordered, i.e. g1* <= g2*. Given two sets of n data points y_1, ..., y_n and z_1, ..., z_n that are observed at (the same) deterministic design points x_1, ..., x_n, the estimates are obtained by minimizing the Least Squares criterion L(a, b) = sum_{i=1}^n (y_i - a_i)^2 w1(x_i) + sum_{i=1}^n (z_i - b_i)^2 w2(x_i) over the class of pairs of vectors (a, b) such that a and b are isotonic and a_i <= b_i for all i = 1, ..., n. We offer two different approaches to compute the estimates: a projected subgradient algorithm where the projection is calculated using a PAVA as well as Dykstra's cyclical projection algorithm.
| Version: | 1.0.3 |
| Published: | 2011-12-01 |
| DOI: | 10.32614/CRAN.package.OrdMonReg |
| Author: | Fadoua Balabdaoui, Kaspar Rufibach, Filippo Santambrogio |
| Maintainer: | Kaspar Rufibach <kaspar.rufibach at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.ceremade.dauphine.fr/~fadoua, http://www.kasparrufibach.ch, http://www.math.u-psud.fr/~santambr/ |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | OrdMonReg results |
| Reference manual: | OrdMonReg.pdf |
| Package source: | OrdMonReg_1.0.3.tar.gz |
| Windows binaries: | r-devel: OrdMonReg_1.0.3.zip, r-release: OrdMonReg_1.0.3.zip, r-oldrel: OrdMonReg_1.0.3.zip |
| macOS binaries: | r-release (arm64): OrdMonReg_1.0.3.tgz, r-oldrel (arm64): OrdMonReg_1.0.3.tgz, r-release (x86_64): OrdMonReg_1.0.3.tgz, r-oldrel (x86_64): OrdMonReg_1.0.3.tgz |
| Old sources: | OrdMonReg archive |
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