A fast solver for the maximum likelihood estimator (MLE) of a multivariate log-concave probability function. Given a sample X, it estimates a non-parametric density function whose logarithm is a concave function. Many well-known parametric densities belong to that class, among them the normal density, the uniform density, the exponential distribution and many more. This package provides functions for the estimation of a log-concave density and a mixture of log-concave densities in multiple dimensions. While being similar to the package LogConcDEAD, fmlogcondens provides much fast run times for large samples (>= 250 points). As a reference see Fabian Rathke, Christoph Schnörr (2015), <doi:10.1515/auom-2015-0053>.
Package details |
|
---|---|
Author | Fabian Rathke [aut, cre], Christoph Schnörr [aut], Giovanni Garberoglio [cph] |
Maintainer | Fabian Rathke <frathke@gmail.com> |
License | GPL (>= 2) |
Version | 1.0.2 |
URL | https://github.com/FabianRathke/fmlogcondens |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.