LogConcDEAD: Log-Concave Density Estimation in Arbitrary Dimensions

Software for computing a log-concave (maximum likelihood) estimator for i.i.d. 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>).

Package details

AuthorMadeleine Cule, Robert Gramacy, Richard Samworth, Yining Chen
MaintainerYining Chen <[email protected]>
LicenseGPL (>= 2)
Version1.6-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LogConcDEAD")

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LogConcDEAD documentation built on May 2, 2019, 5:13 a.m.