Package: logcondens
Type: Package
Title: Estimate a LogConcave Probability Density from iid Observations
Version: 2.1.4
Date: 20150702
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 logconcave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the logconcave 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 twosample permutation test based on logconcave densities, (6) the ROC curve based on logconcave 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 logconcave 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: 20150702 19:00:51 UTC; rufibach
NeedsCompilation: no
Repository: CRAN
Date/Publication: 20150703 01:15:54
