Package: mixsqp 0.3-54

Peter Carbonetto

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>.

Authors:Youngseok Kim [aut], Peter Carbonetto [aut, cre], Mihai Anitescu [aut], Matthew Stephens [aut], Jason Willwerscheid [ctb], Jean Morrison [ctb]

mixsqp_0.3-54.tar.gz
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manual.pdf |manual.html
card.svg |card.png
mixsqp/json (API)

# Install 'mixsqp' in R:
install.packages('mixsqp', repos = c('https://stephenslab.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/stephenslab/mixsqp/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • tacks - Beckett & Diaconis tack rolling example.

On CRAN:

Conda:

openblascpp

9.20 score 11 stars 26 packages 86 scripts 14k downloads 4 exports 5 dependencies

Last updated from:5146a57b2e. Checks:13 OK. Indexed: yes.
A new build is currently in progress.

TargetResultTimeFilesSyslog
linux-devel-arm64OK164
linux-devel-x86_64OK164
source / vignettesOK209
linux-release-arm64OK148
linux-release-x86_64OK156
macos-release-arm64OK110
macos-release-x86_64OK276
macos-oldrel-arm64OK116
macos-oldrel-x86_64OK214
windows-develOK174
windows-releaseOK141
windows-oldrelOK177
wasm-releaseOK126

Exports:mixobjectivemixsqpmixsqp_control_defaultsimulatemixdata

Dependencies:irlbalatticeMatrixRcppRcppArmadillo

Illustration of mixsqp applied to a small data set, and a large one

Rendered frommixsqp-intro.Rmdusingknitr::rmarkdownon May 02 2026.

Last update: 2023-12-20
Started: 2018-09-24