pEmp

Empirical estimator of a discrete function

We implement two least-squares estimators under k-monotony constraint using a method based on the Support Reduction Algorithm from Groeneboom et al (2008) <DOI:10.1111/j.1467-9469.2007.00588.x>. The first one is a projection estimator on the set of k-monotone discrete functions. The second one is a projection on the set of k-monotone discrete probabilities. This package provides functions to generate samples from the spline basis from Lefevre and Loisel (2013) <DOI:10.1239/jap/1378401239>, and from mixtures of splines.

Francois Deslandes

pkmon

Least-Squares Estimator under k-Monotony Constraint for Discrete
Functions

pEmp function

<dl> <dt>X</dt>
<dd>A random sample from a discrete probability.</dd></dl>

Arguments

Author

Empirical estimator of a discrete function — pEmp

<dl>

 <dt>X</dt>
<dd>A random sample from a discrete probability.</dd>

</dl>

pEmp: Empirical estimator of a discrete function

Description

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Author

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