fit_plde {plde}

Fit plde for a fixed tuning parameter

Description

fit_plde gives the plde fit for a fixed tuning parameter

Usage

fit_plde(sm)

Arguments

sm

List of plde fit

Details

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.

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