Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.0.5
Date: 2011-11-28
Author: Kaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen <duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Description: Given independent and identically distributed observations X(1), ..., X(n), this package allows to
 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.
 Finally, three datasets that have been used to illustrate log-concave density estimation are made available.
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch , http://www.staff.unibe.ch/duembgen
Packaged: 2011-11-28 17:24:15 UTC; rufibach
Repository: CRAN
Date/Publication: 2011-11-29 06:57:38
