fit_plde {plde} | R Documentation |
fit_plde
gives the plde fit for a fixed tuning parameter
fit_plde(sm)
sm |
List of plde fit |
This is the coordinate descent algorithm for computing \hat\theta^\lambda
when the penalty parameter \lambda
is fixed.
See Algorithm 1 in the reference for more details.
JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo
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.