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dsdp (version 0.1.1)

dsdp: dsdp: Density Estimation using Semidefinite Programming

Description

Density estimation with Semidefinite Programming. The models of probability density functions are Gaussian or exponential distributions with polynomial correction terms. Using a maximum likelihood method, it computes parameters of Gaussian or exponential distributions together with degrees of polynomials by a grid search, and coefficients of polynomials by a variant of semidefinite programming. It adopts Akaike Information Criterion for model selection. See vignettes for tutorials and more information.

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