A Fortran Program for Isotonic Regression in Two Independent Variables.

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1982
Accession Number
ADA123510

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  • Carolyn Pillers
  • Gordon Bril
  • Richard Dykstra
  • Tim Robertson

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  • University of Iowa

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