# Estimate a Log-Concave Probability Density from Iid Observations

## Documentation for package ‘logcondens’ version 2.1.8

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

logcondens-package | Estimate a Log-Concave Probability Density from iid Observations
activeSet | Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
activeSetLogCon | Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
activeSetRoutines | Auxiliary Numerical Routines for the Function activeSetLogCon
brightstar | Bright star dataset used to illustrate log-concave density estimation
c2hat | Functions that are used by logConCI
confIntBootLogConROC_t0 | Function to compute a bootstrap confidence interval for the ROC curve at a given t, based on the log-concave ROC curve
etaphi | Changes Between Parametrizations
evaluateLogConDens | Evaluates the Log-Density MLE and Smoothed Estimator at Arbitrary Real Numbers xs
ftilde | Functions that are used by logConCI
icmaLogCon | Computes a Log-Concave Probability Density Estimate via an Iterative Convex Minorant Algorithm
intECDF | Computes the Integrated Empirical Distribution Function at Arbitrary Real Numbers in s
intF | Computes the Integral of the estimated CDF at Arbitrary Real Numbers in s
isoMean | Pool-Adjacent Violaters Algorithm: Least Square Fit under Monotonicity Constraint
J00 | Numerical Routine J and Some Derivatives
J10 | Numerical Routine J and Some Derivatives
J11 | Numerical Routine J and Some Derivatives
J20 | Numerical Routine J and Some Derivatives
Jfunctions | Numerical Routine J and Some Derivatives
Lhat_eta | Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization
LocalCoarsen | Auxiliary Numerical Routines for the Function activeSetLogCon
LocalConvexity | Auxiliary Numerical Routines for the Function activeSetLogCon
LocalExtend | Auxiliary Numerical Routines for the Function activeSetLogCon
LocalF | Auxiliary Numerical Routines for the Function activeSetLogCon
LocalMLE | Auxiliary Numerical Routines for the Function activeSetLogCon
LocalNormalize | Auxiliary Numerical Routines for the Function activeSetLogCon
LocalVariance | Auxiliary Numerical Routines for the Function activeSetLogCon
Local_LL | Value of the Log-Likelihood Function L, where Input is in Phi-Parametrization
Local_LL_all | Log-likelihood, New Candidate and Directional Derivative for L
log-concave | Estimate a Log-Concave Probability Density from iid Observations
logcon | Estimate a Log-Concave Probability Density from iid Observations
logConCI | Compute pointwise confidence interval for a density assuming log-concavity
logConCIfunctions | Functions that are used by logConCI
logConDens | Compute log-concave density estimator and related quantities
logcondens | Estimate a Log-Concave Probability Density from iid Observations
logConROC | Compute ROC curve based on log-concave estimates for the constituent distributions
logconTwoSample | Compute p-values for two-sample test based on log-concave CDF estimates
maxDiffCDF | Compute maximal difference between CDFs corresponding to log-concave estimates
MLE | Unconstrained piecewise linear MLE
pancreas | Data from pancreatic cancer serum biomarker study
phieta | Changes Between Parametrizations
plot.dlc | Standard plots for a dlc object
preProcess | Compute a weighted sample from initial observations
Q00 | Numerical Routine Q
qloglin | Quantile Function In a Simple Log-Linear model
quadDeriv | Gradient and Diagonal of Hesse Matrix of Quadratic Approximation to Log-Likelihood Function L
quantilesLogConDens | Function to compute Quantiles of Fhat
reliability | Reliability dataset used to illustrate log-concave density estimation
reparametrizations | Changes Between Parametrizations
rLCD | Functions that are used by logConCI
rlogcon | Generate random sample from the log-concave and the smoothed log-concave density estimator
robust | Robustification and Hermite Interpolation for ICMA
ROCx | Compute ROC curve at a given x based on log-concave estimates for the constituent distributions
summary.dlc | Summarizing log-concave density estimation