README.md

In swager/nlpden: Density estimation by quadratic programming

nlpden

Density estimation by quadratic programming, as proposed by Wager (2014).

To install this package in R, run the following commands:

library(devtools) 
install_github("swager/nlpden")

Example usage:

library(nlpden)

# Make some data...
mu = c(runif(1000, min = -3, max = 3), rep(0, 1000))
X = mu + rnorm(2000)

#  Run nlpden
f.hat = nlpden(X)
plot(f.hat, type = "l")

References

Stefan Wager. A Geometric Approach to Density Estimation with Additive Noise. Statistica Sinica, 24(2), 2014.

swager/nlpden documentation built on May 30, 2019, 9:33 p.m.