\name{rearrange} \alias{rearrange} \title{Rearrangement} \description{ Monotonize a step function by rearrangement } \usage{ rearrange(f,xmin,xmax) } \arguments{ \item{f}{ object of class stepfun } \item{xmin}{minimum of the support of the rearranged f} \item{xmax}{maximum of the support of the rearranged f} } \details{ Given a stepfunction \eqn{Q(u)}, not necessarily monotone, let \eqn{F(y) = \int \{ Q(u) \le y \} du} denote the associated cdf obtained by randomly evaluating \eqn{Q} at \eqn{U \sim U[0,1]}. The rearranged version of \eqn{Q} is \eqn{\tilde Q (u) = \inf \{ u: F(y) \ge u \}. The rearranged function inherits the right or left continuity of original stepfunction.} } \value{ Produces transformed stepfunction that is monotonic increasing. } \references{ Chernozhukov, V., I. Fernandez-Val, and A. Galichon, (2006) Quantile and Probability Curves without Crossing, Econometrica, forthcoming. Chernozhukov, V., I. Fernandez-Val, and A. Galichon, (2009) Improving Estimates of Monotone Functions by Rearrangement, Biometrika, 96, 559--575. Hardy, G.H., J.E. Littlewood, and G. Polya (1934) Inequalities, Cambridge U. Press. } \author{R. Koenker} \seealso{ \code{\link{rq}} \code{\link{rearrange}}} \examples{ data(engel) z <- rq(foodexp ~ income, tau = -1,data =engel) zp <- predict(z,newdata=list(income=quantile(engel$income,.03)),stepfun = TRUE) plot(zp,do.points = FALSE, xlab = expression(tau), ylab = expression(Q ( tau )), main="Engel Food Expenditure Quantiles") plot(rearrange(zp),do.points = FALSE, add=TRUE,col.h="red",col.v="red") legend(.6,300,c("Before Rearrangement","After Rearrangement"),lty=1,col=c("black","red")) } \keyword{regression}