pava.hpp File Reference

Pooled adjacent violator algorithm. More...

#include "utils.hpp"
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Functions

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.

Author
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

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

Definition at line 22 of file pava.cpp.