mixsqp: Sequential Quadratic Programming for Fast Maximum-Likelihood 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>.

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:

Reference manual:	mixsqp.html , mixsqp.pdf
Vignettes:	mixsqp-intro (source, R code)

Downloads:

Package source:	mixsqp_0.3-54.tar.gz
Windows binaries:	r-devel: mixsqp_0.3-54.zip, r-release: mixsqp_0.3-54.zip, r-oldrel: mixsqp_0.3-54.zip
macOS binaries:	r-release (arm64): mixsqp_0.3-54.tgz, r-oldrel (arm64): mixsqp_0.3-54.tgz, r-release (x86_64): mixsqp_0.3-54.tgz, r-oldrel (x86_64): mixsqp_0.3-54.tgz
Old sources:	mixsqp archive

Reverse dependencies:

Reverse imports:

ashr, ebnm, susieR

Linking:

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