Provides an optimization method 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 algorithm is 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 when the number of samples is large and the number of mixture components is not too large. This implements the "mix-SQP" algorithm, with some improvements, described in Y. Kim, P. Carbonetto, M. Stephens & M. Anitescu (2020) <doi:10.1080/10618600.2019.1689985>.
Version: 0.3-54 Depends: R (≥ 3.3.0) Imports: utils, stats, irlba, Rcpp (≥ 0.12.15) LinkingTo: Rcpp, RcppArmadillo Suggests: testthat, knitr, rmarkdown Published: 2023-12-20 DOI: 10.32614/CRAN.package.mixsqp Author: Youngseok Kim [aut], Peter Carbonetto [aut, cre], Mihai Anitescu [aut], Matthew Stephens [aut], Jason Willwerscheid [ctb], Jean Morrison [ctb] Maintainer: Peter Carbonetto <peter.carbonetto at gmail.com> BugReports: https://github.com/stephenslab/mixsqp/issues License: MIT + file LICENSE URL: https://github.com/stephenslab/mixsqp NeedsCompilation: yes Citation: mixsqp citation info In views: Optimization CRAN checks: mixsqp results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=mixsqp to link to this page.
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