fit_plde function

Fit plde for a fixed tuning parameter

fit_plde gives the plde fit for a fixed tuning parameter

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.

See Also

fit_plde_sub, min_q_lambda

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.