On 09-May-05 Raubertas, Richard wrote: > The 'pava' function below looks like code that I wrote > (with all the comments removed). I have posted it two or > three times over the years to the S/R lists.
If you recognise the code, then it is likely that it is what I came across abut 3 years ago when I was browsing arond for methods foer isotonic regression. At the time I was still mainly using 'octave' for much statistics, and I "ported" it from R to octave (a very simple transcription in this case). So thanks for contributing it: I have found it useful many times, and happily acknowledge your authorship! > As Martin Maechler has noted, the function 'isoreg' will also > do monotonic regression (much faster for large data sets). > However, it does not allow weights (at least as of R 2.0.1). Nor (looking at the code for 'isoreg' today, now that the issue has come up) could I see any easy way to incorporate weights into that code. > I don't understand the original poster's comment about > "local minimum". Isotonic regression is a convex optimization > problem and 'pava' or 'isoreg' will always produce the > unique solution. Agreed. Nor did I! Best wishes, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 09-May-05 Time: 19:32:46 ------------------------------ XFMail ------------------------------ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
