pava.hpp File Reference

Pooled adjacent violator algorithm. More...

#include "utils.hpp"
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arma::mat target::pava (arma::vec y, const arma::vec &x=arma::vec(), arma::vec w=arma::vec())
 Weighted Pooled Adjacent Violator Algorithm. More...

Detailed Description

Pooled adjacent violator algorithm.

Klaus K. Holst

Definition in file pava.hpp.

Function Documentation

◆ pava()

arma::mat target::pava ( arma::vec  y,
const arma::vec &  x,
arma::vec  w 

Weighted Pooled Adjacent Violator Algorithm.

Pooled Adjacent Violator Algorithm for

yResponse variable
xOptional covariate to order the response variable after
wOptional weight vector

Definition at line 22 of file pava.cpp.