ShapeConstrainedStats.jl

Author nignatiadis
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Updated Last
2 Years Ago
Started In
May 2019

ShapeConstrainedStats.jl

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A Julia package for nonparametric shape-restricted statistics, see e.g. [1] for a recent review. Currently only implements the IsotonicRegression type as a StatsBase.RegressionModel. The main fitting function was written originally in Isotonic.jl and MultipleTesting.jl.

References

[1] Guntuboyina, Adityanand, and Bodhisattva Sen. "Nonparametric shape-restricted regression." Statistical Science 33.4 (2018): 568-594.

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