update

<p><code>update</code> function finds the minimizer of an
             univariate quadratic approximation objective function
             for each coefficient coordinate-wise.</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

update: Update the Legendre polynomial coefficient vector

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