fit_plde: Fit plde for a fixed tuning parameter

Description Usage Arguments Details Author(s) References See Also

Description

fit_plde gives the plde fit for a fixed tuning parameter

Usage

1

Arguments

sm

List of plde fit

Details

This is the coordinate descent algorithm for computing \hatθ^λ when the penalty parameter λ is fixed. See Algorithm 1 in the reference for more details.

Author(s)

JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo

References

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.

See Also

fit_plde_sub, min_q_lambda


plde documentation built on May 1, 2019, 7:46 p.m.

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