Estimate a Log-Concave Probability Density from Iid Observations

Given independent and identically distributed observations X(1), ..., X(n), compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("logcondens")

2.1.9 by Kaspar Rufibach, 5 months ago


http://www.kasparrufibach.ch , https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html


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


Authors: Kaspar Rufibach [aut, cre] , Duembgen Lutz [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports ks, graphics, stats


Depended on by smoothtail.

Suggested by logconcens, pROC.

Enhanced by LogConcDEAD.


See at CRAN