youngseok-kim/mixSQP: Sequential Quadratic Programming for Fast Maximum-Likelihood Estimation of Mixture Proportions

Provides optimization algorithms based on sequential quadratic programming for maximum likelihood estimation of the mixture proportions in a finite mixture model where the component densities are known. The SQP algorithm is expected to obtain solutions that are at least as accurate as the state-of-the-art MOSEK interior-point solver (called by function "KWDual" in the 'REBayes' package), and is expected to compute these solutions much more quickly in large data sets.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1-44
URL https://github.com/youngseok-kim/mixSQP
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("youngseok-kim/mixSQP")
youngseok-kim/mixSQP documentation built on Oct. 5, 2018, 11:25 p.m.