| Name : R-OrdMonReg
| |
| Version : 1.0.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:03:08
|
| Group : Development/Libraries/Other
| Source RPM : R-OrdMonReg-1.0.3-lp153.2.13.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Compute least squares estimates of one bounded or two ordered isotonic regression curves
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
