Given independent and identically distributed observations X(1), ..., X(n), allows to compute the maximum likelihood estimator (MLE) of probability mass function (pmf) under the assumption that it is log-concave, see Weyermann (2007) and Balabdaoui, Jankowski, Rufibach, and Pavlides (2012). The main functions of the package are 'logConDiscrMLE' that allows computation of the log-concave MLE, 'logConDiscrCI' that computes pointwise confidence bands for the MLE, and 'kInflatedLogConDiscr' that computes a mixture of a log-concave PMF and a point mass at k.
Version: | 1.0.6 |
Depends: | Matrix, mvtnorm, cobs |
Imports: | stats |
Published: | 2015-07-03 |
Author: | Kaspar Rufibach and Fadoua Balabdaoui and Hanna Jankowski and Kathrin Weyermann |
Maintainer: | Kaspar Rufibach <kaspar.rufibach at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | http://www.kasparrufibach.ch , http://www.ceremade.dauphine.fr/~fadoua , http://www.math.yorku.ca/~hkj |
NeedsCompilation: | no |
Materials: | NEWS |
CRAN checks: | logcondiscr results |
Reference manual: | logcondiscr.pdf |
Package source: | logcondiscr_1.0.6.tar.gz |
Windows binaries: | r-devel: logcondiscr_1.0.6.zip, r-release: logcondiscr_1.0.6.zip, r-oldrel: logcondiscr_1.0.6.zip |
macOS binaries: | r-release: logcondiscr_1.0.6.tgz, r-oldrel: logcondiscr_1.0.6.tgz |
Old sources: | logcondiscr archive |
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