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Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods
Citations
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Cited by:
- Moro Russ A. & Härdle Wolfgang K. & Schäfer Dorothea, 2017. "Company rating with support vector machines," Statistics & Risk Modeling, De Gruyter, vol. 34(1-2), pages 55-67, June.
- Mario V. Wuthrich & Johanna Ziegel, 2023. "Isotonic Recalibration under a Low Signal-to-Noise Ratio," Papers 2301.02692, arXiv.org.
- repec:jss:jstsof:39:i06 is not listed on IDEAS
- DomÃnguez-Menchero, J. Santos & Rivera, Javier & Torres-Manzanera, Emilio, 2014. "Optimal purchase timing in the airline market," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 137-143.
- Eduardo L. Montoya & Wendy Meiring, 2016. "An F-type test for detecting departure from monotonicity in a functional linear model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 322-337, June.
- Jelsema, Casey M. & Peddada, Shyamal D., 2016. "CLME: An R Package for Linear Mixed Effects Models under Inequality Constraints," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 75(i01).
- Nagy, Gábor I. & Barta, Gergő & Kazi, Sándor & Borbély, Gyula & Simon, Gábor, 2016. "GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1087-1093.
- Bucarey, Víctor & Labbé, Martine & Morales, Juan M. & Pineda, Salvador, 2021. "An exact dynamic programming approach to segmented isotonic regression," Omega, Elsevier, vol. 105(C).
- Legrand, Catherine & Munda, Marco & Janssen, P. & Duchateau, L., 2012. "A general class of time-varying coefficients models for right censored data," LIDAM Discussion Papers ISBA 2012041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Yang, Bill Huajian, 2019. "Resolutions to flip-over credit risk and beyond," MPRA Paper 93389, University Library of Munich, Germany.
- Liao, Xiyue & Meyer, Mary C., 2014. "coneproj: An R Package for the Primal or Dual Cone Projections with Routines for Constrained Regression," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 61(i12).
- Wojciech Gamrot, 2013. "Maximum likelihood estimation for ordered expectations of correlated binary variables," Statistical Papers, Springer, vol. 54(3), pages 727-739, August.
- Mankad, Shawn & Michailidis, George & Banerjee, Moulinath, 2015. "Threshold Value Estimation Using Adaptive Two-Stage Plans in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i03).
- Yang, Bill Huajian, 2019. "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper 93400, University Library of Munich, Germany.
- Chathura Siriwardhana & K. B. Kulasekera & Somnath Datta, 2018. "Flexible semi-parametric regression of state occupational probabilities in a multistate model with right-censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(3), pages 464-491, July.
- Ana Colubi & J. Santos Dominguez-Menchero & Gil Gonzalez-Rodriguez, 2018. "New designs to consistently estimate the isotonic regression," Computational Statistics, Springer, vol. 33(2), pages 639-658, June.
- Lin, Xiefang & Fang, Fang, 2024. "Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss," Computational Statistics & Data Analysis, Elsevier, vol. 195(C).
- David Conde & Miguel A. Fernández & Cristina Rueda & Bonifacio Salvador, 2021. "Isotonic boosting classification rules," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(2), pages 289-313, June.
- Johannes Friedrich & Pengcheng Zhou & Liam Paninski, 2017. "Fast online deconvolution of calcium imaging data," PLOS Computational Biology, Public Library of Science, vol. 13(3), pages 1-26, March.
- Dimitriadis, Timo & Gneiting, Tilmann & Jordan, Alexander I. & Vogel, Peter, 2024. "Evaluating probabilistic classifiers: The triptych," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1101-1122.
- Oleg Burdakov & Oleg Sysoev, 2017. "A Dual Active-Set Algorithm for Regularized Monotonic Regression," Journal of Optimization Theory and Applications, Springer, vol. 172(3), pages 929-949, March.
- Fang, Fang & Chen, Yuanyuan, 2019. "A new approach for credit scoring by directly maximizing the Kolmogorov–Smirnov statistic," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 180-194.
- Wanke, Peter & Pestana Barros, Carlos & Chen, Zhongfei, 2015. "An analysis of Asian airlines efficiency with two-stage TOPSIS and MCMC generalized linear mixed models," International Journal of Production Economics, Elsevier, vol. 169(C), pages 110-126.
- Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing, 2023. "Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model," Journal of Econometrics, Elsevier, vol. 235(2), pages 454-469.
- Barragán, Sandra & Fernández, Miguel & Rueda, Cristina & Peddada, Shyamal, 2013. "isocir: An R Package for Constrained Inference Using Isotonic Regression for Circular Data, with an Application to Cell Biology," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 54(i04).
- Brandon Tam & Silvana M. Pesenti, 2025. "Dimension Reduction of Distributionally Robust Optimization Problems," Papers 2504.06381, arXiv.org.