model_selection

Entire list of plde fit by all tuning parameters

model selection criteria. 'AIC' or 'BIC' is used. Default is 'AIC'.

method

<code>model_selection</code> function gives the optimal model over the whole
plde fits based on information criterian (AIC, BIC).
The optimal model is saved at <code>fit$optimal</code>.

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).

model_selection: Optimal model selection

Description

Usage

Arguments

References