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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: | 2.1.8 |
Depends: | R (≥ 2.10) |
Imports: | ks, graphics, stats |
Published: | 2023-08-22 |
DOI: | 10.32614/CRAN.package.logcondens |
Author: | Kaspar Rufibach and Lutz Duembgen |
Maintainer: | Kaspar Rufibach <kaspar.rufibach at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | http://www.kasparrufibach.ch , https://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_2.1.8.tar.gz |
Windows binaries: | r-devel: logcondens_2.1.8.zip, r-release: logcondens_2.1.8.zip, r-oldrel: logcondens_2.1.8.zip |
macOS binaries: | r-release (arm64): logcondens_2.1.8.tgz, r-oldrel (arm64): logcondens_2.1.8.tgz, r-release (x86_64): logcondens_2.1.8.tgz, r-oldrel (x86_64): logcondens_2.1.8.tgz |
Old sources: | logcondens archive |
Reverse depends: | smoothtail |
Reverse suggests: | logconcens, pROC |
Reverse enhances: | LogConcDEAD |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.