LSfunctional {OrdMonReg} | R Documentation |
Computes the value of the least squares criterion in the problem of two ordered isotonic regression functions.
LSfunctional(f1, g1, w1, f2, g2, w2)
f1 |
Vector in R^n, specifies values of upper function at which criterion should be evaluated. |
g1 |
Vector in R^n, measurements of upper function. |
w1 |
Vector in R^n, weights for upper function. |
f2 |
Vector in R^n, specifies values of lower function at which criterion should be evaluated. |
g2 |
Vector in R^n, measurements of lower function. |
w2 |
Vector in R^n, weights for lower function. |
This function simply computes for the above vectors
L(f1, f2) = sum_{i=1}^n w1_i(f1_i - g1_i)^2 + sum_{i=1}^n w2_i(f2_i - g2_i)^2.
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 monotone regression curves. Preprint.
This function is used by BoundedAntiMeanTwo
.