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.


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("logcondiscr")

1.0.7 by Kaspar Rufibach, 6 months ago


http://www.kasparrufibach.ch , https://people.math.ethz.ch/~fadouab/ , https://www.yorku.ca/hkj/


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


Authors: Kaspar Rufibach [aut, cre] , Fadoua Balabdaoui [aut] , Hanna Jankowski [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats

Depends on Matrix, mvtnorm, cobs


See at CRAN