cnmlcd: Maximum Likelihood Estimation of a Log-Concave Density Function

Contains functions for computing the nonparametric maximum likelihood estimate of a log-concave density function from univariate observations. The log-density estimate is always a piecewise linear function.

Author
Yu Liu, Yong Wang
Date of publication
2015-10-16 08:38:38
Maintainer
Yong Wang <yongwang@auckland.ac.nz>
License
GPL (>= 2)
Version
1.0-0

View on CRAN

Man pages

cnmlcd
Maximum Likelihood Estimation of a Log-concave Density...
create.lcd
Create an Object of Class "lcd"
lcd
Class 'lcd'
Log-concave
The Log-concave Distribution.
logreturn
Daily log-returns of S&P 500.
logvolatility
Daily Log-volatilities of S&P 500.
plotgradient
Plot Gradient Curve
plot.lcd
Plot Log-concave Density
x.weight
Compute Weights of Distinct Observed Values

Files in this package

cnmlcd
cnmlcd/NAMESPACE
cnmlcd/data
cnmlcd/data/logvolatility.rda
cnmlcd/data/logreturn.rda
cnmlcd/R
cnmlcd/R/cnmlcd.R
cnmlcd/MD5
cnmlcd/DESCRIPTION
cnmlcd/man
cnmlcd/man/cnmlcd.Rd
cnmlcd/man/plot.lcd.Rd
cnmlcd/man/plotgradient.Rd
cnmlcd/man/logvolatility.Rd
cnmlcd/man/x.weight.Rd
cnmlcd/man/logreturn.Rd
cnmlcd/man/Log-concave.Rd
cnmlcd/man/create.lcd.Rd
cnmlcd/man/lcd.Rd