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