minK {OrdMonReg}

Compute projections on restriction cones in Dykstra's algorithm.

Description

Internal functions for Dykstra's algorithm to compute bounded monotone regression estimates.

Details

These functions are not intended to be called by the user.

• minK1Compute projection of (a, b) on the set \{(a, b) \ : \ a is increasing.}.

• minK2Compute projection of (a, b) on the set \{(a, b) \ : \ b is increasing.}.

• minK3Compute projection of (a, b) on the set \{(a, b) \ : \ a \le b\}.

Author(s)

Fadoua Balabdaoui [e-mail]
http://www.ceremade.dauphine.fr/~fadoua

Kaspar Rufibach (maintainer) [e-mail]
http://www.kasparrufibach.ch

Filippo Santambrogio [e-mail]
http://www.math.u-psud.fr/~santambr/

References

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

Dykstra, R.L. (1983). An Algorithm for Restricted Least Squares Regression. J. Amer. Statist. Assoc., 78, 837–842.

See Also

This functions are used by BoundedIsoMeanTwoDykstra.