On Fri, 25 Feb 2005, John Steward wrote:
I would be please to learn of any Splus/R code which implements isotonic
regression without recourse to compiled code. I have downloaded (from
Statlib) a Fortran version of the Pool-Adjacent-Violators algorithm as
described in the standard textbook on the subject:-
Barlow RE, Bartholomew DJ, Bremner JM and Brunk HD, Statistical
Inference under Order Restriction. John Wiley & Sons 1972.
I was wondering if anyone had coded a version of this or a similar
algorithm in S+/R? The Fortran code worked well but I wonder if it was
necessary.
For all but small problems, it is.
At one point isoMDS (which has a C implementation of isoreg) had this as
pure S code, and it was too slow and also had memory build-up problems.
R contains an isoreg function anyway ....
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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