A fast solver for the maximum likelihood estimator (MLE) of a multivariate logconcave probability function. Given a sample X, it estimates a nonparametric density function whose logarithm is a concave function. Many wellknown 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 logconcave density and a mixture of logconcave 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/auom20150053>.
Package details 


Author  Fabian Rathke [aut, cre], Christoph Schnörr [aut], Giovanni Garberoglio [cph] 
Maintainer  Fabian Rathke <[email protected]> 
License  GPL (>= 2) 
Version  1.0.2 
URL  https://github.com/FabianRathke/fmlogcondens 
Package repository  View on CRAN 
Installation 
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