logcondiscr
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Logcondiscr
Description
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.
Cited in
(21)- Least-squares estimation of a convex discrete distribution
- Testing convexity of a discrete distribution
- Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population
- Some developments in the theory of shape constrained inference
- Recent progress in log-concave density estimation
- Limit distribution theory for block estimators in multiple isotonic regression
- LogConcDEAD
- Stacked grenander and rearrangement estimators of a discrete distribution
- The limiting behavior of isotonic and convex regression estimators when the model is misspecified
- Completely monotone distributions: mixing, approximation and estimation of number of species
- Convergence of linear functionals of the Grenander estimator under misspecification
- logconcens
- logcondens
- SPECIES
- logcondens.mode
- curstatCI
- scar
- Log-concavity and strong log-concavity: a review
- The Discrete Moment Problem with Nonconvex Shape Constraints
- Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
- On convex least squares estimation when the truth is linear
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