Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.0.8
Date: 2012-10-09
Author: Kaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen
<duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Depends: R (>= 2.10)
Suggests: ks
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 (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.
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch , http://www.staff.unibe.ch/duembgen
Packaged: 2012-10-11 16:18:22 UTC; rufibach
Repository: CRAN
Date/Publication: 2012-10-11 16:28:54

Package: logcondens
Type: Package
Title: Estimate a Log-Concave Probability Density from iid Observations
Version: 2.0.9
Date: 2012-10-14
Author: Kaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen
<duembgen@stat.unibe.ch>
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Depends: R (>= 2.10)
Suggests: ks
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 (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.
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch , http://www.staff.unibe.ch/duembgen
Packaged: 2012-10-14 16:38:56 UTC; rufibach
Repository: CRAN
Date/Publication: 2012-10-15 05:52:18