LogConcDEAD
swMATH8080CRANLogConcDEADMaRDI QIDQ20094
Log-Concave Density Estimation in Arbitrary Dimensions
Richard Samworth, Yining Chen, Robert Gramacy, Madeleine Cule
Last update: 9 January 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.6-8, 1.0-1, 1.0-3, 1.0-5, 1.0-6, 1.0-8, 1.0-10, 1.0-11, 1.0, 1.1-1, 1.1-2, 1.2-0, 1.3-0, 1.3-1, 1.3-2, 1.3-3, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.5-0, 1.5-1, 1.5-2, 1.5-3, 1.5-4, 1.5-5, 1.5-6, 1.5-7, 1.5-8, 1.5-9, 1.6-1, 1.6-3, 1.6-4, 1.6-5, 1.6-6, 1.6-7, 1.6-9
Source code repository: https://github.com/cran/LogConcDEAD
Software for computing a log-concave (maximum likelihood) estimator for independent and identically distributed data in any number of dimensions. For a detailed description of the method see Cule, Samworth and Stewart (2010, Journal of Royal Statistical Society Series B, <doi:10.1111/j.1467-9868.2010.00753.x>).
