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logcondens (version 2.0.9)
Estimate a Log-Concave Probability Density from iid Observations
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, 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.