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OrdMonReg (version 1.0.3)

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)

Arguments

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.

See Also

This function is used by BoundedIsoMean.