compute_lambdas

<p><code>compute_lambdas</code> function gives the entire decreasing tuning parameter
                   sequence (<code>sm$lambda</code>) on the log-scale.</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

compute_lambdas: Compute lambda sequence

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