Description: Given independent and identically distributed observations X(1), ..., X(n), this package allows to 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. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.

Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.0.7
Date: 2012-03-23
Author: Kaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen
<duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Description: Given independent and identically distributed observations
X(1), ..., X(n), this package allows to 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. Finally, three datasets that have been used to
illustrate log-concave density estimation are made available.
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch , http://www.staff.unibe.ch/duembgen
Packaged: 2012-03-23 12:02:10 UTC; rufibach
Repository: CRAN
Date/Publication: 2012-03-23 13:03:55