astar_1, bstar_n {OrdMonReg} | R Documentation |
These functions compute the values a_1^* and b_n^*, the value of the estimate of the upper function at x_1 and the value of the lower estimated function at x_n in the two ordered antitonic regression functions problem. These values can be computed via explicit formulas, unlike the values at x in {x_2, ..., x_{n-1}}, which are received via a projected subgradient algorithm. However, b_n^* enters this algorithm as an auxiliary quantity.
astar_1(g1, w1, g2, w2) bstar_n(g1, w1, g2, w2)
g1 |
Vector in R^n, measurements of upper function. |
w1 |
Vector in R^n, weights for upper function. |
g2 |
Vector in R^n, measurements of lower function. |
w2 |
Vector in R^n, weights for lower function. |
Values of a_1^* and b_n^* are returned.
Fadoua Balabdaoui fadoua@ceremade.dauphine.fr
http://www.ceremade.dauphine.fr/~fadoua
Kaspar Rufibach (maintainer) kaspar.rufibach@ifspm.uzh.ch
http://www.biostat.uzh.ch/aboutus/people/rufibach.html
Filippo Santambrogio filippo@ceremade.dauphine.fr
http://www.ceremade.dauphine.fr/~filippo
Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered antitonic regression curves. Preprint.
This function is used by BoundedAntiMeanTwo
.