Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from Iid Observations
Version: 2.1.6
Date: 2021-10-10
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 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.
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch ,
        https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
NeedsCompilation: no
Packaged: 2021-10-12 15:33:05 UTC; rufiback
Repository: CRAN
Date/Publication: 2021-10-12 16:00:02 UTC
Built: R 4.1.1; ; 'Thu, 14 Oct 2021 15:24:12 +0200'; unix
