logcondens v2.1.5

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Estimate a Log-Concave Probability Density from Iid Observations

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.

Functions in logcondens

Name Description
confIntBootLogConROC_t0 Function to compute a bootstrap confidence interval for the ROC curve at a given t, based on the log-concave ROC curve
intECDF Computes the Integrated Empirical Distribution Function at Arbitrary Real Numbers in s
Jfunctions Numerical Routine J and Some Derivatives
isoMean Pool-Adjacent Violaters Algorithm: Least Square Fit under Monotonicity Constraint
evaluateLogConDens Evaluates the Log-Density MLE and Smoothed Estimator at Arbitrary Real Numbers xs
brightstar Bright star dataset used to illustrate log-concave density estimation
activeSetRoutines Auxiliary Numerical Routines for the Function activeSetLogCon
intF Computes the Integral of the estimated CDF at Arbitrary Real Numbers in s
Lhat_eta Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization
icmaLogCon Computes a Log-Concave Probability Density Estimate via an Iterative Convex Minorant Algorithm
Q00 Numerical Routine Q
logConCIfunctions Functions that are used by logConCI
qloglin Quantile Function In a Simple Log-Linear model
plot.dlc Standard plots for a dlc object
logcon-package Estimate a Log-Concave Probability Density from iid Observations
logConDens Compute log-concave density estimator and related quantities
preProcess Compute a weighted sample from initial observations
pancreas Data from pancreatic cancer serum biomarker study
Local_LL Value of the Log-Likelihood Function L, where Input is in Phi-Parametrization
Local_LL_all Log-likelihood, New Candidate and Directional Derivative for L
ROCx Compute ROC curve at a given x based on log-concave estimates for the constituent distributions
summary.dlc Summarizing log-concave density estimation
reliability Reliability dataset used to illustrate log-concave density estimation
rlogcon Generate random sample from the log-concave and the smoothed log-concave density estimator
reparametrizations Changes Between Parametrizations
quadDeriv Gradient and Diagonal of Hesse Matrix of Quadratic Approximation to Log-Likelihood Function L
quantilesLogConDens Function to compute Quantiles of Fhat
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Vignettes of logcondens

Name
plots/-plot1.pdf
plots/-plot2.pdf
plots/-plot2sample.pdf
plots/-plotSimul.pdf
plots/-sim1.pdf
results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=0.5.txt
results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=0.txt
results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=1.5.txt
results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=1.txt
results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=2.txt
results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=0.5.txt
results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=0.txt
results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=1.5.txt
results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=1.txt
results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=2.txt
results/pvals_setting=3_n1=20_n2=25_tau=1.5.txt
results/pvals_setting=3_n1=20_n2=25_tau=1.txt
results/pvals_setting=3_n1=20_n2=25_tau=2.5.txt
results/pvals_setting=3_n1=20_n2=25_tau=2.txt
results/pvals_setting=3_n1=20_n2=25_tau=3.txt
jss.dtx
jsslogo.jpg
logcondens.Rnw
stat.bib
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Details

Type Package
Date 2016-07-11
License GPL (>= 2)
URL http://www.kasparrufibach.ch , http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
NeedsCompilation no
Packaged 2016-07-13 18:37:23 UTC; rufiback
Repository CRAN
Date/Publication 2016-07-14 00:31:11

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