On 12/12/17 07:15, Rolf Turner wrote:
Well, I could argue that it's not *completely* OT since my question is
motivated by an enquiry that I received in respect of a CRAN package
"Iso" that I wrote and maintain.
The question is this: Given observations y_1, ..., y_n, what is the
solution to the problem:
minimise \sum_{i=1}^n (y_i - y_i^*)^2
with respect to y_1^*, ..., y_n^* subject to the "isotonic" constraint
y_1^* <= y_2^* <= ... <= y_n^* and the *additional8 bound constraint
a <= y_1^* and y_n^* <= b, where a and b are given constants?
<SNIP>
Scrub that question! *Just* after I sent it (wouldn't you know!) I got
an email from my original enquirer telling me that he'd found the
solution in the package OrdMonReg on CRAN.
Sorry for the noise.
cheers,
Rolf Turner
--
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
