MA {OrdMonReg}R Documentation

Compute bounded weighted average

Description

This function computes the bounded weighted mean for any subset of indices.

Usage

MA(g, w, A = NA, a, b)

Arguments

g Vector in R^n of measurements.
w Vector in R^n of weights.
A Subset of 1:n, denoting the subsets of the above vectors to compute the average with.
a Vector in R^n that gives lower bound.
b Vector in R^n that gives upper bound.

Details

This function computes the bounded average

MA[A] = max{min{Av[A], min_{x in A} b(x)}, max_{x in A} a(x)},

see Balabdaoui et al. (2009) for details.

Value

The bounded weighted average is returned.

Author(s)

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

References

Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered monotone regression curves. Preprint.

See Also

This function is used by BoundedIsoMean.


[Package OrdMonReg version 1.0.2 Index]