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UMR (version 1.1.0)

Unmatched Monotone Regression

Description

Unmatched regression refers to the regression setting where covariates and predictors are collected separately/independently and so are not paired together, as in the usual regression setting. Balabdaoui, Doss, and Durot (2021) study the unmatched regression setting where the univariate regression function is known to be monotone. This package implements methods for computing the estimator developed in Balabdaoui, Doss, and Durot (2021). The main method is an active-set-trust-region-based method.

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Version

Install

install.packages('UMR')

Monthly Downloads

51

Version

1.1.0

License

GPL (>= 3)

Maintainer

Charles Doss

Last Published

August 14th, 2021

Functions in UMR (1.1.0)

objective_fn_numint

Compute Unlinked Monotone Regression objective function numerically
umr_deconv

Carpentier and Schluter 2016 deconvolution method for unmatched monotone regression
gradDesc_fixed_df

Gradient Descent with a fixed number of constant pieces (degrees of freedom)
UMRgradDesc_fixed_df

Gradient Descent with a fixed number of constant pieces (degrees of freedom)
AA

Helper functions for calculating gradient of least-squares Shuffled Isotonic Regression criterion, for Laplace or for Gaussian errors
UMRactiveSet_trust

An active set approach to minimizing objective in Unlinked Monotone Regression
UMRgrad_generic

Gradient of least-squares Shuffled Isotonic Regression criterion
UMRhess

Compute Hessian of Unlinked Monotone Regression objective function from Balabdaoui, Doss, and Durot
UMRgradDesc

Basic gradient descent implementation
UMR

UMR: For computing an estimator in Unlinked Monotone Regression.
UMR_curv_generic

@title Second derivative computations of least-squares Unlinked Isotonic Regression criterion ("SIR" comes from "shuffled isotonic regression" although this terminology is now outdated).
UMRgradDesc_PC

Gradient Descent implemented for Piecewise Constant functions
UMRactiveSet_trust2

An active set approach to minimizing objective in Unlinked Monotone Regression
UMRactiveSet

An active set approach to minimizing objective in Unlinked Monotone Regression