fit_plde gives the plde fit for a fixed tuning parameter
fit_plde(sm)List of plde fit
This is the coordinate descent algorithm for computing \(\hat\theta^\lambda\) when the penalty parameter \(\lambda\) is fixed. See Algorithm 1 in the reference for more details.
JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim and Ja-Yong Koo. "Penalized Log-density Estimation Using Legendre Polynomials." Submitted to Communications in Statistics - Simulation and Computation (2017), in revision.