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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).
Package details |
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Author | JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo |
Maintainer | JungJun Lee <ljjoj@korea.ac.kr> |
License | GPL (>= 2) |
Version | 0.1.2 |
Package repository | View on CRAN |
Installation |
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