The goal of dsdp
is to estimate probability density
functions from a data set using a maximum likelihood method. The models
of density functions in use are familiar Gaussian or exponential
distributions with polynomial correction terms. To find an optimal
model, we adopt a grid search for parameters of base functions and
degrees of polynomials, together with semidefinite programming for
coefficients of polynomials, and then model selection is done by Akaike
Information Criterion.
## Install from CRAN
install.packages(dsdp)
You can install the development version of dsdp
from
this repository:
## Install from github
::install_github("tsuchiya-lab/dsdp") devtools
To install from source codes, the user needs an appropriate compiler
toolchain, for example, rtools in Windows, to build dsdp
,
along with devtools
package.
Please refer to the tutorial and the reference in tsuchiya-lab.github.io/dsdp/.
Pdf version of articles are also available: A Tutorial for dsdp, Problem Formulations for dsdp.
This research was supported in part with Grant-in-Aid for Scientific Research(B) JP18H03206, JP21H03398 and Grant-in-Aid for Exploratory Research JP20K21792 from the Japan Society for the Promotion of Sciences.