Isotonic
Isotonic Regression in Julia
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