min_q_lambda function

Minimization of the quadratic approximation to objective function

min_q_lambda function gives the coefficient vector (sm$coefficients) updated by the coordinate descent algorithm iteratively until the quadratic approximation to the objective function convergences.

min_q_lambda(sm)

Arguments

• sm: List of plde fit

See Also

q_lambda, update

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.