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
devtools::install_github("tsuchiya-lab/dsdp")
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.