A Fortran Program for Isotonic Regression in Two Independent Variables.
IOWA UNIV IOWA CITY DEPT OF STATISTICS AND ACTURIAL SCIENCE
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There are a number of algorithms for calculating the least squares isotonic regression function and six of these algorithms are discussed in Section 2, 3 of Barlow, Bartholomew, Bremner and Brunk 1972. The most widely used of these algorithms is the pool adjacent violators algorithm which is applicable only in the case of a simple linear ordering or an amalgamation of simple linear orderings. Cran 1980, Algorithm AS 149 gives a routine for computing the isotonic regression for the case of a simple linear ordering using the Up and Down Blocks algorithm. In many applications of isotonic regression we have more than one independent variable and the regression function is restricted to be monotone in each independent variable.
- Statistics and Probability