Icens: PMGA – R documentation

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PMGA

Implement the pool monotone groups algorithm.

Description

For isotonization problems some increase in speed and decrease in complexity can be achieved through the use of the pool monotone groups algorithm of Y.L. Zhang and M.A. Newton (1997). It isotonizes a weighted and ordered set of values.

Usage

PMGA(est, ww=rep(1, length(est)))

Arguments

`est`	The vector of values, in the appropriate order.
`ww`	The weight vector.

Details

To be supplied at some later date.

Value

An object containing the following components:

`est`	The isotonized estimates.
`ww`	The weights associated with the isotonized estimates.
`poolnum`	The number of values pooled in the current estimate.
`passes`	The number of passes which were required to isotonize the list.

Author(s)

Alain Vandal and Robert Gentleman.

References

Y.L. Zhang and M.A. Newton (1997), http://www.stat.wisc.edu/~newton/newton.html)