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

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) <arXiv:1806.01412>.

Version: 0.1-97
Depends: R (≥ 3.3.0)
Imports: stats, Rcpp (≥ 0.12.15)
LinkingTo: Rcpp, RcppArmadillo
Suggests: REBayes, Rmosek, testthat, knitr, rmarkdown
Published: 2019-02-18
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
SystemRequirements: C++11
Citation: mixsqp citation info
Materials: README
CRAN checks: mixsqp results

Downloads:

Reference manual: mixsqp.pdf
Vignettes: mixsqp-intro
Package source: mixsqp_0.1-97.tar.gz
Windows binaries: r-devel: mixsqp_0.1-97.zip, r-release: mixsqp_0.1-97.zip, r-oldrel: mixsqp_0.1-97.zip
OS X binaries: r-release: mixsqp_0.1-97.tgz, r-oldrel: mixsqp_0.1-97.tgz
Old sources: mixsqp archive

Reverse dependencies:

Reverse imports: ashr

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