Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.0.0
Date: 2010-08-26
Author: Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch> and Lutz
Duembgen <duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch>
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, and (5) to compute a two-sample permutation test
based on log-concave densities. Finally, two datasets that have
been used to illustrate log-concave density estimation are made
available.
License: GPL (>= 2)
URL: http://www.biostat.uzh.ch/aboutus/people/rufibach.html ,
http://www.staff.unibe.ch/duembgen
Packaged: 2010-08-26 20:45:31 UTC; rufibach
Repository: CRAN
Date/Publication: 2010-08-27 06:23:50

Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.0.1
Date: 2010-11-19
Author: Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch> and Lutz
Duembgen <duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch>
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, and (5) to compute a two-sample permutation test
based on log-concave densities. Finally, two datasets that have
been used to illustrate log-concave density estimation are made
available.
License: GPL (>= 2)
URL: http://www.biostat.uzh.ch/aboutus/people/rufibach.html ,
http://www.staff.unibe.ch/duembgen
Packaged: 2010-11-19 07:50:43 UTC; rufibach
Repository: CRAN
Date/Publication: 2010-11-19 13:26:11