Description Details Author(s) References Examples

Based on independent intervals *X_i = [L_i,R_i]*, where *-Inf < L_i <= R_i <= Inf*, compute the maximum likelihood estimator of a (sub)probability density under the assumption that it is log-concave. For further information see Duembgen, Rufibach, and Schuhmacher (2013, preprint).

Package: | logconcens |

Type: | Package |

Version: | 0.16-4 |

Date: | 2013-12-13 |

License: | GPL (>=2) |

LazyLoad: | yes |

The main function is `logcon`

, which offers computation of the MLE for many types of censored and also exact data. Various parameters can be set that allow for fine control of the underlying EM algorithm in “difficult” situations. An object of type `lcdensity`

is returned, for which `plot`

, `print`

, and `summary`

methods are available. There is also a function `loglike`

for computing the log-likelihood of a `lcdensity`

object.

Dominic Schuhmacher [email protected]

Kaspar Rufibach [email protected]

Lutz Duembgen [email protected]

Maintainer: Dominic Schuhmacher [email protected]

Duembgen, L., Rufibach, K., and Schuhmacher, D. (2013, preprint). Maximum likelihood estimation of a log-concave density based on censored data. Available at http://arxiv.org/pdf/1311.6403v2.pdf.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 | ```
## Simple examples with simulated data.
## For more detailed examples see the help for the function logcon.
## exact data
set.seed(10)
x <- rnorm(100)
res <- logcon(x)
## Not run:
plot(res)
xi <- seq(-3,3,0.05)
lines(xi,log(dnorm(xi)))
## End(Not run)
## interval censored data
x <- rgamma(50,3,1)
x <- cbind(x,x+rexp(50,1))
plotint(x)
res <- logcon(x)
## Not run: plot(res, type="CDF")
## right censored data with mass at infinity
set.seed(11)
x <- rgamma(50,3,1)
x <- cbind(x,ifelse(rexp(50,1/3) < x,Inf,x))
plotint(x)
res <- logcon(x,adapt.p0=TRUE)
## Not run: plot(res, type="survival")
## rounded/binned data
set.seed(12)
x <- round(rnorm(100))
x <- cbind(x-0.5,x+0.5)
plotint(x)
res <- logcon(x)
## Not run:
plot(res)
xi <- seq(-3,3,0.05)
lines(xi,log(dnorm(xi)))
## End(Not run)
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.