fit_plde_sub

<p><code>fit_plde_sub</code> function computes
the updated normalizng constant (<code>sm$c_coefficients</code>),
Legendre density function estimator (<code>sm$f</code>)
and the negative of penalized log-likelihood function (<code>sm$pen_loglik</code>)
for each iteration.</p>

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).

JungJun Lee

fit_plde_sub: Fit plde for a fixed tuning parameter

Description

Usage

Arguments

References