episplineDensity (0.0-1)

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Density Estimation with Soft Information by Exponential Epi-splines.


Produce one-dimensional density estimates using exponential epi-splines. The user may incorporate soft information, by imposing constraints that (i) require unimodality; (ii) require that the density be monotone non-increase or non-decreasing; (iii) put upper bounds on first or second moments; (iv) bound the density's values at mesh points; (v) require that the estimate be continuous or continuously differentiable; and more.

Maintainer: Samuel E. Buttrey
Author(s): Sam Buttrey, Johannes Royset, and Roger Wets, based on the Matlab code of Royset and Wets

License: GPL-2

Uses: nloptr, pracma

Released about 5 years ago.



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