Estimate a Log-Concave Probability Mass Function from Discrete i.i.d. Observations

Given independent and identically distributed observations X(1), ..., X(n), allows to compute the maximum likelihood estimator (MLE) of probability mass function (pmf) under the assumption that it is log-concave, see Weyermann (2007) and Balabdaoui, Jankowski, Rufibach, and Pavlides (2012). The main functions of the package are 'logConDiscrMLE' that allows computation of the log-concave MLE, 'logConDiscrCI' that computes pointwise confidence bands for the MLE, and 'kInflatedLogConDiscr' that computes a mixture of a log-concave PMF and a point mass at k.


News

logcondiscr_1.0.6 (July 3, 2015):

  • Properly import globals.

logcondiscr_1.0.5 (February 5, 2014):

  • Update NAMESPACE.

logcondiscr_1.0.4 (September 23, 2013):

  • Removed library() and require() calls.
  • Updated references.

logcondiscr_1.0.3 (October 6, 2012):

  • Corrected a minor error logConDiscrCI().

logcondiscr_1.0.2 (January 24, 2012):

  • Sligthly modified treatment of knots in logConDiscrCI().
  • Update some paper references.

logcondiscr_1.0.1 (December 1, 2011):

  • Corrected a minor typo in the help for logConDiscrMLE().
  • Added NAMESPACE
  • Updated KRs contact details

logcondiscr_1.0.0 (initial version):

  • Provide functions to estimate a log-concave probability mass function.

Reference manual

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install.packages("logcondiscr")

1.0.6 by Kaspar Rufibach, 4 years ago


http://www.kasparrufibach.ch , http://www.ceremade.dauphine.fr/~fadoua , http://www.math.yorku.ca/~hkj


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


Authors: Kaspar Rufibach <[email protected]> and Fadoua Balabdaoui <[email protected]> and Hanna Jankowski <[email protected]> and Kathrin Weyermann <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats

Depends on Matrix, mvtnorm, cobs


See at CRAN