logconcens

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Maximum Likelihood Estimation of a Log-Concave Density Based on Censored Data

Dominic Schuhmacher

Last update: 19 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.17-2, 0.11-2, 0.16-4, 0.17-0, 0.17-1, 0.17-3

Official website: http://cran.r-project.org/web/packages/logconcens/index.html

Source code repository: https://github.com/cran/logconcens

Description

Based on right or interval censored data, compute the maximum likelihood estimator of a (sub)probability density under the assumption that it is log-concave. For further information see Duembgen, Rufibach and Schuhmacher (2014) <doi:10.1214/14-EJS930>.

Cites work

• Maximum-likelihood estimation of a log-concave density based on censored data

Described by source

• Maximum-likelihood estimation of a log-concave density based on censored data

Cited In (8)

• On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
• Recent progress in log-concave density estimation
• Computing the log concave NPMLE for interval censored data
• logcondens
• Interval
• logcondens.mode
• logcondiscr
• QuadProg++

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