Monotonic regression
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) <Ted.Harding at nessie.mcc.ac.uk> Fax-to-email: +44 (0)870 094 0861 Date: 09-May-05 Time: 19:32:46 ------------------------------ XFMail ------------------------------