logcondiscr (1.0.0)

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

http://www.biostat.uzh.ch/aboutus/people/rufibach.html
http://www.ceremade.dauphine.fr/~fadoua
http://www.math.yorku.ca/~hkj
http://cran.r-project.org/web/packages/logcondiscr

Given independent and identically distributed observations X(1), ..., X(n), this package 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, and Rufibach (2011). 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.

Maintainer: Kaspar Rufibach
Author(s): Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch> and Fadoua Balabdaoui <fadoua@ceremade.dauphine.fr> and Hanna Jankowski <hkj@mathstat.yorku.ca> and Kathrin Weyermann <kathrin.weyermann@bkw-fmb.ch>

License: GPL (>= 2)

Uses: cobs, Matrix, mvtnorm

Released almost 2 years ago.