https://github.com/tsuchiya-lab/dsdp
R Package for Density Estimation with Semidefinite Programming
https://github.com/tsuchiya-lab/dsdp
density-estimation r-package semidefinite-programming
Last synced: about 2 months ago
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R Package for Density Estimation with Semidefinite Programming
- Host: GitHub
- URL: https://github.com/tsuchiya-lab/dsdp
- Owner: tsuchiya-lab
- License: other
- Created: 2022-10-05T09:34:19.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2023-04-05T15:29:10.000Z (about 3 years ago)
- Last Synced: 2025-10-22T04:04:55.098Z (6 months ago)
- Topics: density-estimation, r-package, semidefinite-programming
- Language: C
- Homepage: https://tsuchiya-lab.github.io/dsdp/
- Size: 3.28 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.Rmd
- Changelog: NEWS.md
- License: LICENSE
Awesome Lists containing this project
README
---
output: github_document
---
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# dsdp
[](https://CRAN.R-project.org/package=dsdp)
[](https://github.com/tsuchiya-lab/dsdp/actions/workflows/R-CMD-check.yaml)
[](https://lifecycle.r-lib.org/articles/stages.html#experimental)
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.
## Installation
```r
## Install from CRAN
install.packages(dsdp)
```
You can install the development version of `dsdp` from this repository:
```r
## 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.
## Usage
Please refer to the tutorial and the reference in
[tsuchiya-lab.github.io/dsdp/](https://tsuchiya-lab.github.io/dsdp/).
Pdf version of articles are also available:
[A Tutorial for dsdp](https://github.com/tsuchiya-lab/dsdp/blob/main/doc/Tutorial.pdf),
[Problem Formulations for dsdp](https://github.com/tsuchiya-lab/dsdp/blob/main/doc/ProblemFormulations.pdf).
## Acknowledgements
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.