Log-Concave Density Estimation in Arbitrary Dimensions

Software for computing a log-concave (maximum likelihood) estimator for i.i.d. data in any number of dimensions. For a detailed description of the method see Cule, Samworth and Stewart (2010, Journal of Royal Statistical Society Series B, ).


News

	1.0-1 	Windows version corrected

01/08/2007 1.0-3 Corrected lcd.eval, removed reference to malloc.h (obsolete) 02/08/2007 1.0-4 Corrected some mismatched Calloc/Free/free in convhullnmlc, renormalise 05/08/2007 1.0-5 Fixed CR line endings 18/08/2007 1.0-6 Fixed summary 16/11/2007 1.0-7 Disabled strict-aliasing to fix incompatibility with gcc-4.2 19/11/2007 1.0-8 Removed empty sections in documentation, fixed license 20/11/2007 1.0-10 configure added for compiler-independent version 04/12/2007 1.0-11 configure for Windows added

03/01/2008 1.1 Added functions to compute the "weighted" MLE and tidied up some of the documentation. 02/04/2008 1.1 Added a stable way to compute integrals 07/04/2008 1.1-1 Already a few fixes for very minor code things (removing unused variables etc) 13/05/2008 1.1-2 Streamline the weights and some minor documentation improvements 14/06/2008 1.1-2 Improving handling of points not in general position

05/07/2008 1.2-0 Changing the format of the verbose part slightly Added lcd.getweights Added lcd.eval.marg Changed the way marginals are computed

11/12/2008 1.3-0 Changing to rlcd, dlcd for consistency with current R conventions and changed the name of other functions Updated lcd.interp for compatibility with mixtures Updated 1-d version for lcd.mle for compatability with lcd.eval Significant improvements and modifications to documentation 15/12/2008 1.3-1 Added vignettes, corrected arguments of plot (adding 'drawlabels' in the correct place, corrected a use of deprecated function) 01/01/2009 1.3-2 Updated vignette to be latest version of JSS paper, including using png graphics Changed the colors to use heatmap colors rather than the slightly daft terrain (thanks to Achim Zeileis for this suggestion and the references) 29/01/2009 1.3-3 Corrected a slight error with rgl axis labels Fixed the vignette

11/05/2009 1.4-0 Added A, alpha, detA to output from mlelcd and cleaned up rlcd Fixed some plot things Added bunique, betaunique and removed dependence on 'akima' package Corrected qhull options NOT to joggle input Also removed an option that checks the triangulation at every stage, instead just doing it at the end. rlcd now uses a more sensible and faster methods of generating points on a simplex 11/01/2010 1.4-1 Corrected autoconfiguration scripts (thanks to Brian Ripley for this correction) 09/07/2010 1.4-2 Implemented the Metropolis-Hasting option in rlcd (thanks to Vikneswaran Gopal and George Casella for this suggestion) 09/12/2010 1.4-3 Corrected a slight error in getinfolcd Completely removed dependence on 'geometry' package

01/01/2011 1.5-0 Added function cov.LogConcDEAD to compute the covariance matrix of the log-concave maximum likelihood density estimates Added function hatA for the smoothed log-concave estimator 01/02/2011 1.5-1 Added function dslcd to evaluate the smoothed log-concave mle Added function rslcd to draw samples from the smoothed log-concave mle 01/04/2011 1.5-2 Vignette portable problem corrected (thanks to Brian Ripley for this correction) 21/05/2011 1.5-3 Added function EMlcdmix for clustering using EM algorithm 03/06/2011 1.5-4 Corrected and added function interactive2D which creates a GUI for classification using smoothed log-concave in two dimensions Removed deprecated functions from the previous versions 06/06/2012 1.5-5 Added a NAMESPACE file to meet the new requirement of R-2.15 S3 methods consistency resolved Removed functions in C code which might terminate R Rewrote the vignette and some of the examples (thanks to Kurt Hornik for this suggestion) 12/07/2013 1.5-6 Fixed a bug in 1D plotting (thanks to Mark Wolters for this correction) Reference updated Removed obsolete files (e.g. zzz.R) to meet the new requirement of R-3.0 24/07/2013 1.5-7 Added cleanup script to remove unnecessary Makevars file after compiling for portability (thanks to Brian Ripley for this suggestion) Removed tcltk from the suggested package list as it is already included in the R distributions A slight change was made to the vignette to enhance portability 22/11/2013 1.5-8 Undefined coercion behaviour fixed in C Cleaned up unused options in the function mlelcd 01/07/2014 1.5-9 Fixed the problem that "format string is not a string literal" Fixed the portability issue on casting pointers to integers by replacing function "ptr_intT" by "intptr_t" from "stdint.h" Fixed the issue of "implicitly casting long to int" in C code 08/04/2018 1.6-0 Fixed the problems related to package dependence and variable protection in C 12/04/2018 1.6-1 Fixed a bug in plotting log-density using rgl

Reference manual

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install.packages("LogConcDEAD")

1.6-1 by Yining Chen, 10 months ago


Browse source code at https://github.com/cran/LogConcDEAD


Authors: Madeleine Cule , Robert Gramacy , Richard Samworth , Yining Chen


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, mclust, mvtnorm, rgl, tkrplot


Suggested by fmlogcondens.


See at CRAN