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LogConcDEAD (version 1.0-3)

Maximum likelihood estimation of a log-concave density

Description

Computes the maximum likelihood estimator from an i.i.d. sample of data from a log-concave density in any number of dimensions. Plots are available for 1- and 2-d data.

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Version

Install

install.packages('LogConcDEAD')

Monthly Downloads

247

Version

1.0-3

License

LGPL (Lesser GNU Public Licence)

Maintainer

Madeleine Cule

Last Published

March 13th, 2025

Functions in LogConcDEAD (1.0-3)

lcd.mle

Compute the maximum likelihood estimator of a log-concave density

lcd.eval

Evaluate the log-concave MLE at a point

lcd.sample

Sample from the MLE of a log-concave density using rejection sampling

lcd.interp

Evaluate the log-concave MLE of 2-d data on a grid for plotting

plot.LogConcDEAD

Plot function for log-concave MLE

LogConcDEAD-package

Maximum likelihood estimation of a log-concave density in arbitrary dimensions

LogConcDEAD-internal

Internal log-concave maximum likelihood estimation functions

lcd.marg

Find axis-aligned marginals of the MLE for 2-d data