pdf_expmodel

A probability density function(PDF) of Exponential-based
model.
It is an underlying routine for <code>plot.expmodel</code> to compute the values
of PDF.
To access parameters and coefficients in an object <code>emodel</code>
of a class <code>expmodel</code>, use <code>emodel$result[k, "lmd1"]</code>,
<code>emodel$coeffs[[k]]</code> for some index <code>k</code>.
This index appears in the leftmost column of estimation table generated by
<code>summary(emodel)</code>.

The models of probability density functions are Gaussian or
exponential distributions with polynomial correction terms.
Using a maximum likelihood method, 'dsdp' computes parameters of Gaussian
or exponential distributions together with degrees of polynomials by
a grid search, and coefficient of polynomials by a variant of semidefinite
programming. It adopts Akaike Information Criterion for model selection.
See a vignette for a tutorial and more on our 'Github' repository
<https://github.com/tsuchiya-lab/dsdp/>.

Satoshi Kakihara

dsdp

Density Estimation with Semidefinite Programming

Takashi Tsuchiya

pdf_expmodel function

<dl><dt>coeff</dt>
<dd>A coefficient vector in increasing order of degrees;
the first element is 0th degree, ..., and last element is the largest degree
of coefficients.</dd>
<dt>lmd</dt>
<dd>A rate parameter of an exponential distribution, which is
positive.</dd>
<dt>x</dt>
<dd>A numeric input vector.</dd></dl>

Arguments

Probability density function of Exponential-based model — pdf_expmodel

<dl>

<dt>coeff</dt>
<dd>A coefficient vector in increasing order of degrees;
the first element is 0th degree, ..., and last element is the largest degree
of coefficients.</dd>


<dt>lmd</dt>
<dd>A rate parameter of an exponential distribution, which is
positive.</dd>


<dt>x</dt>
<dd>A numeric input vector.</dd>

</dl>

pdf_expmodel: Probability density function of Exponential-based model

Description

Usage

Value

Arguments

See Also

Examples