Package: plde 0.1.2
JungJun Lee
plde: Penalized Log-Density Estimation Using Legendre Polynomials
We present a penalized log-density estimation method using Legendre polynomials with lasso penalty to adjust estimate's smoothness. Re-expressing the logarithm of the density estimator via a linear combination of Legendre polynomials, we can estimate parameters by maximizing the penalized log-likelihood function. Besides, we proposed an implementation strategy that builds on the coordinate decent algorithm, together with the Bayesian information criterion (BIC).
Authors:
plde_0.1.2.tar.gz
plde_0.1.2.tar.gz(r-4.5-noble)plde_0.1.2.tar.gz(r-4.4-noble)
plde_0.1.2.tgz(r-4.4-emscripten)plde_0.1.2.tgz(r-4.3-emscripten)
plde.pdf |plde.html✨
plde/json (API)
| # Install 'plde' in R: |
| install.packages('plde', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:5d4a8a93ef. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 01 2024 |
| R-4.5-linux | OK | Dec 01 2024 |
Exports:basic_valuescompute_fittedcompute_lambdasfit_pldefit_plde_sublegendre_polynomialmin_q_lambdamodel_selectionpldeq_lambdasoft_thresholdingupdate
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Compute basic values | basic_values |
| compute_fitted | compute_fitted |
| Compute lambda sequence | compute_lambdas |
| Fit plde for a fixed tuning parameter | fit_plde |
| Fit plde for a fixed tuning parameter | fit_plde_sub |
| legendre_polynomial | legendre_polynomial |
| Minimization of the quadratic approximation to objective function | min_q_lambda |
| Optimal model selection | model_selection |
| Penalized Log-density Estimation Using Legendre Polynomials | plde |
| Compute quadratic approximation objective function | q_lambda |
| Soft thresholding operator | soft_thresholding |
| Update the Legendre polynomial coefficient vector | update |