PMGA: Implement the pool monotone groups algorithm.
Description
For isotonization problems some increase in speed and decrease in
complexity can be achieved through the use of the pool monotone groups
algorithm of Y.L. Zhang and M.A. Newton (1997).
It isotonizes a weighted and ordered set of values.
Usage
PMGA(est, ww=rep(1, length(est)))
Arguments
est
The vector of values, in the appropriate order.
ww
The weight vector.
Value
An object containing the following components:
est
The isotonized estimates.
ww
The weights associated with the isotonized estimates.
poolnum
The number of values pooled in the current
estimate.
passes
The number of passes which were required to isotonize
the list.
Details
To be supplied at some later date.
References
Y.L. Zhang and M.A. Newton (1997),
http://www.stat.wisc.edu/~newton/newton.html)