q_lambda

<p><code>q_lambda</code> function computes
quadratic approximation of the objective function.</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

q_lambda: Compute quadratic approximation objective function

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