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2017 Dec 11
1
OT -- isotonic regression subject to bound constraints.
...ot; 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?
I have googled around a bit (unsuccessfully) and have asked this
question on crossvalidated a couple of days ago, with no response whatever.
So I thought that I might try the super-knowledgeable R community, in...