logcondiscr (Q41388)
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Estimate a Log-Concave Probability Mass Function from Discrete I.i.d. Observations
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | logcondiscr |
Estimate a Log-Concave Probability Mass Function from Discrete I.i.d. Observations |
Statements
expanded from: GPL (≥ 2) (English)
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26 April 2026
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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.
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