isoMean {logcondens} | R Documentation |
Fits a vector widehat {g} with nondecreasing components to the data vector {y} such that
sum_{i=1}^n (y_i - widehat g_i)^2
is minimal (pool - adjacent - violators algorithm). In case a weight vector with positive entries (and the same size as {y}) is provided, the function produces an isotonic vector minimizing
sum_{i=1}^n w_i(y_i - widehat g_i)^2 .
isoMean(y, w)
y |
Vector (y_1, ..., y_n) of data points. |
w |
Arbitrary vector (w_1, ..., w_n) of weights. |
Returns vector widehat {g}.
Kaspar Rufibach, kaspar.rufibach@gmail.com
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen
## simple regression model n <- 50 x <- sort(runif(n, 0, 1)) y <- x ^ 2 + rnorm(n, 0, 0.2) s <- seq(0, 1, by = 0.01) plot(s, s ^ 2, col = 2, type = 'l', xlim = range(c(0, 1, x)), ylim = range(c(0, 1 , y))); rug(x) ## plot pava result lines(x, isoMean(y, rep(1 / n, n)), type = 's')