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OrdMonReg (version 1.0.3)

LSfunctional: Compute least squares criterion for two ordered isotonic regression functions

Description

Computes the value of the least squares criterion in the problem of two ordered isotonic regression functions.

Usage

LSfunctional(f1, g1, w1, f2, g2, w2)

Arguments

Details

This function simply computes for the above vectors $$L(f1, f2) \ = \ \sum_{i=1}^n w1_i(f1_i - g1_i)^2 + \sum_{i=1}^n w2_i(f2_i - g2_i)^2.$$

References

Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered monotone regression curves. Preprint.

See Also

This function is used by BoundedAntiMeanTwo.