Least-Squares Estimator under k-Monotony Constraint for Discrete Functions

We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) . The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) , and from mixtures of splines.


Reference manual

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install.packages("pkmon")

1.1 by Francois Deslandes, 3 years ago


Browse source code at https://github.com/cran/pkmon


Authors: Jade Giguelay


Documentation:   PDF Manual  


CC BY 4.0 license



See at CRAN