Density Estimation with Semidefinite Programming
A density function of mixed gaussian distribution
Generate Mixed Gaussian Random Numbers
A density function of Mixed Exponential and Gamma Distributions
Generate random numbers of Mixed Exponential and Gamma Distributions
Cumulative distribution function of Expomemtial-based model
Cumulative distribution function of Gaussian-based model
Reduce a data set to representatives of bins and their frequencies
Compute the mean and the standard deviation of a data set
dsdp: Density Estimation using Semidefinite Programming
Estimate Exponential-based model expmodel
Estimate Gaussian-based model gaussmodel
Generic Method for estimation
Evaluate a polynomial
Estimate coefficients of a polynomial in Exponential-based Model
Constructor for S3 class expmodel
Return the evaluation of a vector with Exponential-based model
Return the evaluation of a vector with Gaussian-based model
Generic Method for evaluate the estimate
Estimate coefficients of a polynomial in Gaussian-based model
Constructor for S3 class gaussmodel
Compute the mean of a data set
Incomplete Gamma Function
Complementary Incomplete Gamma Function
A density function of mixed Gaussian distributions
Generate mixed Gaussian random numbers
Probability density function of Exponential-based model
Probability density function of Gaussian-based model
Plot a histogram and estimated densities/distributions of Exponential-...
Plot a histogram and estimated densities/distributions of Gaussian-bas...
Substitute a coefficient of polynomial
printf
Summary of Exponential-based expmodel object.
Summary of Gaussian-based model gaussmodel object
The models of probability density functions are Gaussian or exponential distributions with polynomial correction terms. Using a maximum likelihood method, 'dsdp' computes parameters of Gaussian or exponential distributions together with degrees of polynomials by a grid search, and coefficient of polynomials by a variant of semidefinite programming. It adopts Akaike Information Criterion for model selection. See a vignette for a tutorial and more on our 'Github' repository <https://github.com/tsuchiya-lab/dsdp/>.