Package: mixsqp 0.3-54

Peter Carbonetto

mixsqp: Sequential Quadratic Programming for Fast Maximum-Likelihood Estimation of Mixture Proportions

Provides an optimization method based on sequential quadratic programming (SQP) for maximum likelihood estimation of the mixture proportions in a finite mixture model where the component densities are known. The algorithm is expected to obtain solutions that are at least as accurate as the state-of-the-art MOSEK interior-point solver (called by function "KWDual" in the 'REBayes' package), and they are expected to arrive at solutions more quickly when the number of samples is large and the number of mixture components is not too large. This implements the "mix-SQP" algorithm, with some improvements, described in Y. Kim, P. Carbonetto, M. Stephens & M. Anitescu (2020) <doi:10.1080/10618600.2019.1689985>.

Authors:Youngseok Kim [aut], Peter Carbonetto [aut, cre], Mihai Anitescu [aut], Matthew Stephens [aut], Jason Willwerscheid [ctb], Jean Morrison [ctb]

mixsqp_0.3-54.tar.gz
mixsqp_0.3-54.tar.gz(r-4.5-noble)mixsqp_0.3-54.tar.gz(r-4.4-noble)
mixsqp_0.3-54.tgz(r-4.4-emscripten)mixsqp_0.3-54.tgz(r-4.3-emscripten)
mixsqp.pdf |mixsqp.html
mixsqp/json (API)

# Install 'mixsqp' in R:
install.packages('mixsqp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/stephenslab/mixsqp/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • tacks - Beckett & Diaconis tack rolling example.

5.49 score 23 packages 81 scripts 5.6k downloads 4 exports 5 dependencies

Last updated 12 months agofrom:c8e49ae42d. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024

Exports:mixobjectivemixsqpmixsqp_control_defaultsimulatemixdata

Dependencies:irlbalatticeMatrixRcppRcppArmadillo

Illustration of mixsqp applied to a small data set, and a large one

Rendered frommixsqp-intro.Rmdusingknitr::rmarkdownon Nov 15 2024.

Last update: 2023-12-21
Started: 2018-11-14