isotonic.pen-package:
Penalized Isotonic Regression in one and two dimensions
Description
Given a response y and a one- or two-dimensional predictor, the isotonic regression estimator is calculated with the usual orderings. The user can specify a penalty to tame spiking, or a default value can be used.
Details
|
Package: |
| isotonic.pen |
|
Type: |
| Package |
|
Version: |
| 1.0 |
|
Date: |
| 2014-04-04 |
|
License: |
| GPL-2 | GPL-3 |
References
Meyer, M.C. (2013) A Simple New Algorithm for Quadratic Programming with Applications in Statistics, Communications in Statistics, 42(5), 1126-1139.