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).
| Version: | 0.1.2 | 
| Published: | 2018-07-01 | 
| DOI: | 10.32614/CRAN.package.plde | 
| Author: | JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo | 
| Maintainer: | JungJun Lee  <ljjoj at korea.ac.kr> | 
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] | 
| NeedsCompilation: | no | 
| CRAN checks: | plde results | 
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=plde
to link to this page.