update function

Update the Legendre polynomial coefficient vector

update function finds the minimizer of an univariate quadratic approximation objective function for each coefficient coordinate-wise.

update(sm)

Arguments

• sm: List of plde fit

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.