Monotone Regression: A Simple and Fast O(n) PAVA Implementation
Efficient coding and improvements in the execution order of the up-and-down-blocks algorithm for monotone or isotonic regression leads to a significant increase in speed as well as a short and simple O(n) implementation. Algorithms that use monotone regression as a subroutine, e.g., unimodal or biva...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2022-05-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4046 |