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Isotonic

Isotonic Regression in Julia

Build Status

This implements several algorithms for isotonic regression in Julia.

Algorithms

  • Linear PAVA (fastest)
  • Pooled PAVA (slower)
  • Active Set (slowest)

Demonstration

See the iJulia Notebook for a demonstration of usage (and some performance numbers).

julia> isotonic_regression([1.0, 2.0, 3.0, 4.0])
4-element Array{Float64,1}:
 1.0
 2.0
 3.0
 4.0

First Commit

03/09/2014

Last Touched

5 months ago

Commits

9 commits