logcondiscr (version 1.0.6)

logcondiscr-package: Estimate a Log-Concave Probability Mass Function from Discrete i.i.d. Observations

Description

Implements the maximum likelihood estimator (MLE) for a probability mass function (PMF) under the assumption of log-concavity from i.i.d. data.

Details

Package:

logcondiscr

Type:

Package

Version:

1.0.6

Date:

2015-07-03

License:

GPL (>=2)

LazyLoad:

yes

The main functions in the package are:

logConDiscrMLE: Compute the maximum likelihood estimator (MLE) of a log-concave PMF from i.i.d. data. The constrained log-likelihood function is maximized using an active set algorithm as initially described in Weyermann (2007).

logConDiscrCI: Compute the maximum likelihood estimator (MLE) of a log-concave PMF from i.i.d. data and corresponding, asymptotically valid, pointwise confidence bands as developed in Balabdaoui et al (2012).

kInflatedLogConDiscr: Compute an estimate of a mixture of a log-concave PMF that is inflated at $k$, from i.i.d. data, using an EM algorithm.

References

Balabdaoui, F., Jankowski, H., Rufibach, K., and Pavlides, M. (2013). Maximum likelihood estimation and confidence bands for a discrete log-concave distribution. J. R. Stat. Soc. Ser. B Stat. Methodol., 75(4), 769--790.

Weyermann, K. (2007). An Active Set Algorithm for Log-Concave Discrete Distributions. MSc thesis, University of Bern (Supervisor: Lutz Duembgen).

See Also

Functions to estimate the log-concave MLE for a univariate continuous distribution are provided in the package logcondens and for observations in more than one dimension in LogConDEAD.