MA: Compute bounded weighted average
Description
This function computes the bounded weighted mean for any subset of indices.Usage
MA(g, w, A = NA, a, b)
Value
The bounded weighted average is returned.Details
This function computes the bounded average
$$MA[A] = \max{\min{Av[A], \min_{x \in A} b(x)}, \max_{x \in A} a(x)},$$
see Balabdaoui et al. (2009) for details.References
Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009).
Least squares estimation of two ordered monotone regression curves.
Preprint.