Active Set and Generalized PAVA for Isotone Optimization

Contains two main functions: one for solving general isotone regression problems using the pool-adjacent-violators algorithm (PAVA); another one provides a framework for active set methods for isotone optimization problems with arbitrary order restrictions. Various types of loss functions are prespecified.


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Reference manual

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install.packages("isotone")

1.1-0 by Patrick Mair, 5 years ago


http://r-forge.r-project.org/projects/psychor/


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


Authors: Patrick Mair [aut, cre] , Jan De Leeuw [aut] , Kurt Hornik [aut]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL-2 license


Imports graphics, stats, nnls


Imported by CLME, IPWboxplot, RDS, comparison, isoboost.

Depended on by gpmap, twostageTE.

Suggested by WeightedCluster, grpSLOPE, vtreat.


See at CRAN