logcondens
swMATH11215CRANlogcondensMaRDI QIDQ23162FDOQ23162
Estimate a Log-Concave Probability Density from Iid Observations
Last update: 22 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.1.7, 1.0, 1.1, 1.2, 1.3.0, 1.3.1, 1.3.2, 1.3.3, 1.3.4, 1.3.5, 2.0.0, 2.0.1, 2.0.2, 2.0.3, 2.0.4, 2.0.5, 2.0.6, 2.0.7, 2.0.8, 2.0.9, 2.1.0, 2.1.1, 2.1.2, 2.1.3, 2.1.4, 2.1.5, 2.1.6, 2.1.8
Source code repository: https://github.com/cran/logcondens
Given independent and identically distributed observations X(1), ..., X(n), compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.
Cited In (53)
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- Recent progress in log-concave density estimation
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- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
- Univariate log-concave density estimation with symmetry or modal constraints
- Global convergence of the log-concave MLE when the true distribution is geometric
- Optimal rates of convergence for convex set estimation from support functions
- An active set algorithm to estimate parameters in generalized linear models with ordered predictors
- Quasi-concave density estimation
- Nonparametric estimation of multivariate convex-transformed densities
- Fusion of hard and soft information in nonparametric density estimation
- Computing the log concave NPMLE for interval censored data
- Shape-restricted inference for Lorenz curves using duality theory
- Optimization of relative arbitrage
- A semiparametric mixture method for local false discovery rate estimation from multiple studies
- Consistency of multivariate log-concave density estimators
- Approximation and estimation of \(s\)-concave densities via Rényi divergences
- smoothtail
- Maximum-likelihood estimation of a log-concave density based on censored data
- Rho-estimators for shape restricted density estimation
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- High Dimensional Change Point Estimation via Sparse Projection
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation
- Log-concavity and strong log-concavity: a review
- Log-concavity of a mixture of beta distributions
- On location mixtures with Pólya frequency components
- Assessing log-concavity of multivariate densities
- Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency
- Uniform central limit theorems for the Grenander estimator
- Approximation by log-concave distributions, with applications to regression
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
- On the log-concavity density function: a case of exponential power distribution and its application
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
- Inference and modeling with log-concave distributions
- Computing confidence intervals for log-concave densities
- Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Least-squares estimation of a convex discrete distribution
- Bi-log-concave distribution functions
- On the max-domain of attraction of distributions with log-concave densities
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