Extension of the logcondens package. Computes maximum likelihood estimate of a log-concave density with fixed and known location of the mode. Performs inference about the mode via a likelihood ratio test comparing the unconstrained log-concave estimator to the constrained one.
|License:||GPL (>= 2)|
|Packaged:||2013-07-10 07:59:40 UTC; cdoss|
|Built:||R 2.15.2; ; 2013-07-10 07:59:41 UTC; unix|
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
LCLRCImode Compute Log-Concave Likelihood-Ratio Confidence interval for the mode. LRmodeTest Computes an Asymptotic Confidence Interval for the mode of a Log-Concave Density LocalExtend Auxiliary Numerical Routine for the Function activeSetLogCon.mode activeSetLogCon Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm activeSetLogCon.mode Computes the Modally-Constrained Log-Concave Probability Density Maximum Likelihood Estimate via an Active Set Algorithm. dir.exists Utility for checking existence of a directory. estimateLRdistn Estimate "the" limiting distribution of the likelihood ratio statistic for location of mode. intECDFfn Gives the Integrated Empirical Distribution Function intF Computes the Integral of the estimated CDF at Arbitrary Real Numbers in s intFfn Computes the Integral of a log-concave CDF at Arbitrary Real Numbers logConDens Compute log-concave density estimator and related quantities
The main functions of this package are
activeSetLogCon.mode. The latter computes
a log-concave density estimate with known and fixed location of the
mode. In addition to being of interest on its own, this estimator is of
interest for likelihood ratio tests for the mode. LRmodeTest runs this test
to compute the likelihood ratio statistic and
to compute the quantiles.
LCLRCImode inverts the test to form
Duembgen, L, Huesler, A. and Rufibach, K. (2010) Active set and EM algorithms for log-concave densities based on complete and censored data. Technical report 61, IMSV, Univ. of Bern, available at http://arxiv.org/abs/0707.4643.
Duembgen, L. and Rufibach, K. (2009) Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency. Bernoulli, 15(1), 40–68.
Duembgen, L. and Rufibach, K. (2011) logcondens: Computations Related to Univariate Log-Concave Density Estimation. Journal of Statistical Software, 39(6), 1–28. http://www.jstatsoft.org/v39/i06
Doss, C. R. (2013). Shape-Constrained Inference for Concave-Transformed Densities and their Modes. PhD thesis, Department of Statistics, University of Washington, in preparation.
Doss, C. R. and Wellner, J. A. (2013). Inference for the mode of a log-concave density. Technical Report, University of Washington, in preparation.
See the package
logcondens, from which
this package derives much of its code.
1 2 3 4 5 6 7 8
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.