logcondiscr (1.0.6)

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

http://www.kasparrufibach.ch
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), 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.

Maintainer: Kaspar Rufibach
Author(s): Kaspar Rufibach <kaspar.rufibach@gmail.com> 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 over 4 years ago.


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