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logcondens : Estimate a Log-Concave Probability Density from iid Observations

Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.1.4
Date: 2015-07-02
Author: Kaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen <duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Depends: R (>= 2.10)
Imports: ks, graphics, stats
Description: 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.
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch
http://www.imsv.unibe.ch/content/staff/personalhomepages/duembgen/index_eng.html
Packaged: 2015-07-02 19:00:51 UTC; rufibach
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-07-03 01:15:54

● Data Source: CranContrib
● 0 images, 31 functions, 3 datasets
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