pkmon (Q147982): Difference between revisions
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| Property / last update: 22 October 2018 / rank | |||||||||||||||
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| Property / author: Jade Giguelay / rank | |||||||||||||||
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| Property / maintained by: Francois Deslandes / rank | |||||||||||||||
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| Property / copyright license: Creative Commons Attribution 4.0 International / rank | |||||||||||||||
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| Property / cites work: The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models / rank | |||||||||||||||
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| Property / cites work: On Multiply Monotone Distributions, Continuous or Discrete, with Applications / rank | |||||||||||||||
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publication date: 24 September 2016
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| Property / software version identifier: 1.1 / rank | |||||||||||||||
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publication date: 28 August 2023
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28 August 2023
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| Property / last update: 28 August 2023 / rank | |||||||||||||||
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| Property / maintained by: Francois Deslandes / rank | |||||||||||||||
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We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) <doi:10.1111/j.1467-9469.2007.00588.x>. The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) <doi:10.1239/jap/1378401239>, and from mixtures of splines. | |||||||||||||||
| Property / description: We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) <doi:10.1111/j.1467-9469.2007.00588.x>. The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) <doi:10.1239/jap/1378401239>, and from mixtures of splines. / rank | |||||||||||||||
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| Property / author: Jade Giguelay / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: Creative Commons Attribution 4.0 International / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: On Multiply Monotone Distributions, Continuous or Discrete, with Applications / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Latest revision as of 20:00, 12 March 2024
Least-Squares Estimator under k-Monotony Constraint for Discrete Functions
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | pkmon |
Least-Squares Estimator under k-Monotony Constraint for Discrete Functions |
Statements
28 August 2023
0 references
We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) <doi:10.1111/j.1467-9469.2007.00588.x>. The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) <doi:10.1239/jap/1378401239>, and from mixtures of splines.
0 references
