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

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.

Version: 2.1.5
Depends: R (≥ 2.10)
Imports: ks, graphics, stats
Published: 2016-07-14
Author: Kaspar Rufibach and Lutz Duembgen
Maintainer: Kaspar Rufibach <kaspar.rufibach at gmail.com>
BugReports: NA
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.kasparrufibach.ch , http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
NeedsCompilation: no
Citation: logcondens citation info
Materials: NEWS
CRAN checks: logcondens results


Reference manual: logcondens.pdf
Vignettes: logcondens: Computations Related to Univariate Log-Concave Density Estimation (Duembgen and Rufibach, 2011, Journal of Statistical Software, 39(6), 1-28.)
Package source: logcondens_2.1.5.tar.gz
Windows binaries: r-devel: logcondens_2.1.5.zip, r-release: logcondens_2.1.5.zip, r-oldrel: logcondens_2.1.5.zip
OS X Mavericks binaries: r-release: logcondens_2.1.5.tgz, r-oldrel: logcondens_2.1.5.tgz
Old sources: logcondens archive

Reverse dependencies:

Reverse depends: logcondens.mode, smoothtail
Reverse suggests: LogConcDEAD, logconcens, pROC