cov.LogConcDEAD | R Documentation |
This function computes the covariance matrix of a log-concave maximum likelihood estimator.
cov.LogConcDEAD(lcd)
lcd |
Object of class |
This function evaluates the covariance matrix of a given log-concave maximum likelihood estimator using the second order partial derivatives of the auxiliary function studied in Cule, M. L. and D\"umbgen, L. (2008).
For examples, see mlelcd
.
A matrix
equals the covariance matrix of the
log-concave maximum likelihood density estimator.
Yining Chen
Madeleine Cule
Robert Gramacy
Richard Samworth
Cule, M. L. and D\"umbgen, L. (2008) On an auxiliary function for log-density estimation, University of Bern technical report. https://arxiv.org/abs/0807.4719
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