mechIng

Dataset that contains the data analyzed in Balabdaoui et al. (2009).

datasets

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.

Kaspar Rufibach

OrdMonReg

Compute least squares estimates of one bounded or two ordered
isotonic regression curves

mechIng function

A data frame with 1495 observations on the following 3 variables.
  <dl>
    <dt><code>x</code></dt><dd>Location of measurements.</dd> <dt><code>g1</code></dt><dd>Measurements of the upper isotonic curve.</dd> <dt><code>g2</code></dt><dd>Measurements of the lower isotonic curve.</dd> </dl> 

Format

The data was taken from Shim and Mohr (2009).

mechIng: Mechanical engineering dataset used to illustrate ordered isotonic regression

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