Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group: Statistical Data Analysis
Topic: Nonparametric Methods
See also: sker sknn l1line lowess

Function: isoreg
Description: isoreg computes the isotonic regression smoother via the Pool

Adjacent Violators algorithm. Given a data set {(X_i,Y_i)} where

X_i <= X_(i+1) i=1,...,n finds the values {mhat(X_i)} i=1,...,n,

such that, minimizes (1/n) sum_i=1,...,n [Y_i - mhat(X_i)]^2

subject to mhat(X_i) <= mhat[X_(i+1)], i=1,...,n


Usage: yh = isoreg (y)
Input:
y array
Output:
yh array

Note:

Example:



x = read ("geyser")

x = sort (x, #(1,2))

mh = x[,1]~isoreg (x[,2])

d = createdisplay (1,1)

show (d, 1, 1, x, mh)

Result:



shows the geyser data and the isotonic regression smoother


Group: Statistical Data Analysis
Topic: Nonparametric Methods
See also: sker sknn l1line lowess

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 21.9.2000