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An isotonic regression algorithm |
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| Authors: | Richard L Dykstra |
| Institution: | University of Missouri-Columbia, Columbia, MO 65211, USA |
| Abstract: | A ‘pooling sets’ type of algorithm is developed and shown to be valid for computing an isotonic regression function for a general quasi-order. The method is direct and intuitive. The algorithm works best when the quasi-order is complex and the objective function is nearly isotonic. An example is worked out in detail. |
| Keywords: | 90C99 Isotonic Regression Quasi-Order Minimal Violator Maximal Violatee Least Squares Pooling Algorithm |
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