LogConcDEAD: Log-Concave Density Estimation in Arbitrary Dimensions

Software for computing a log-concave (maximum likelihood) estimator for independent and identically distributed 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 [aut], Robert Gramacy [aut], Richard Samworth [aut], Yining Chen [aut, cre], Lutz Duembgen [ctb] (helped improve the numerical stability), Vikneswaran Gopal [ctb] (proposed the Metropolis-Hastings scheme for draw samples from a log-concave distribution), George Casella [ctb] (proposed the Metropolis-Hastings scheme for draw samples from a log-concave distribution), C. Bradford Barber [cph] (author of the Qhull library), The Geometry Center [cph], Kai Habel [cph] (author of the function that imports convex hull computation from Qhull to R), Raoul Grasman [cph] (author of the function that imports convex hull computation from Qhull to R), Alexei Kuntsevich [cph] (author of the C function for Shor's r algorithm), Franz Kappel [cph] (author of the C function for Shor's r algorithm)
MaintainerYining Chen <y.chen101@lse.ac.uk>
LicenseGPL (>= 2)
Version1.6-8
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 April 6, 2023, 1:11 a.m.