pkmon (Q147982)
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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
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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.
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