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logcondens.mode (version 1.0.1)

Compute MLE of Log-Concave Density on R with Fixed Mode, and Perform Inference for the Mode.

Description

Computes maximum likelihood estimate of a log-concave density with fixed and known location of the mode. Performs inference about the mode via a likelihood ratio test. Extension of the logcondens package.

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Version

Install

install.packages('logcondens.mode')

Monthly Downloads

18

Version

1.0.1

License

GPL (>= 2)

Maintainer

Charles Doss

Last Published

September 12th, 2013

Functions in logcondens.mode (1.0.1)

LCTLLRdistn

Limit Distribution of the Likelihood Ratio Statistic
dir.exists

Utility for checking existence of a directory.
activeSetLogCon.mode

Computes the Modally-Constrained Log-Concave Probability Density Maximum Likelihood Estimate via an Active Set Algorithm.
intECDFfn

Gives the Integrated Empirical Distribution Function
logcondens.mode-package

Computation of Log-Concave Densities on R with fixed mode and Inference for the Mode.
activeSetLogCon

Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
logConDens

Compute log-concave density estimator and related quantities
activeSetRoutines.mode.Rd

Auxiliary Numerical Routine for the Function activeSetLogCon.mode
intF

Computes the Integral of the estimated CDF at Arbitrary Real Numbers in s
intFfn

Computes the Integral of a log-concave CDF at Arbitrary Real Numbers
LCLRCImode

Compute Log-Concave Likelihood-Ratio Confidence interval for the mode.
LRmodeTest

Computes an Asymptotic Confidence Interval for the mode of a Log-Concave Density
estimateLRdistn

Estimate "the" limiting distribution of the likelihood ratio statistic for location of mode.