R: Compute bounded weighted average

MA {OrdMonReg}

R Documentation

Compute bounded weighted average

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

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

`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.

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.

The bounded weighted average is returned.

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