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.


Reference manual

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1.1-0 by Patrick Mair, 5 years ago

Browse source code at

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