logcondens (2.0.4)
Estimate a Log-Concave Probability Density from iid Observations.
http://www.biostat.uzh.ch/aboutus/people/rufibach.html
http://www.staff.unibe.ch/duembgen
http://cran.r-project.org/web/packages/logcondens
Given independent and identically distributed observations X(1), ..., X(n), this package allows to 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. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.
Maintainer:
Kaspar Rufibach
Author(s): Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch> and Lutz Duembgen <duembgen@stat.unibe.ch>
License: GPL (>= 2)
Uses: Does not use any package
Reverse depends: smoothtail
Reverse suggests: LogConcDEAD, logconcens, pROC
Released about 2 years ago.
