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Package: r-cran-mixsqp (0.3-43-2)

Quadratic Programming for Estimation of Mixture Proportions

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>.

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amd64 330.0 kB562 kB [list of files]
arm64 322.9 kB530 kB [list of files]
armhf 323.0 kB481 kB [list of files]
ppc64el 345.3 kB654 kB [list of files]