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)
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.