CRAN

mixsqp 0.1-97

Sequential Quadratic Programming for Fast Maximum-Likelihood Estimation of Mixture Proportions

Released Feb 18, 2019 by Peter Carbonetto

This package can be loaded by Renjin but 2 out 4 tests failed.

Dependencies

Provides optimization algorithms based on sequential quadratic programming (SQP) for maximum likelihood estimation of the mixture proportions in a finite mixture model where the component densities are known. The algorithms are expected to obtain solutions that are at least as accurate as the state-of-the-art MOSEK interior-point solver (called by function "KWDual" in the 'REBayes' package), and they are expected to arrive at solutions more quickly in large data sets. The algorithms are described in Y. Kim, P. Carbonetto, M. Stephens & M. Anitescu (2012) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>mixsqp</artifactId>
    <version>0.1-97-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:mixsqp')

Test Results

This package was last tested against Renjin 0.9.2724 on Feb 23, 2019.

Source

C++

View GitHub Mirror