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episplineDensity: 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.

episplineDensity.pdf