logcondens: Estimate a Log-Concave Probability Density from Iid Observations
Version 2.1.5

Given independent and identically distributed observations X(1), ..., X(n), compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.

Browse man pages Browse package API and functions Browse package files

AuthorKaspar Rufibach <kaspar.rufibach@gmail.com> and Lutz Duembgen <duembgen@stat.unibe.ch>
Date of publication2016-07-14 00:31:11
MaintainerKaspar Rufibach <kaspar.rufibach@gmail.com>
LicenseGPL (>= 2)
Version2.1.5
URL http://www.kasparrufibach.ch http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("logcondens")

Man pages

activeSetLogCon: Computes a Log-Concave Probability Density Estimate via an...
activeSetRoutines: Auxiliary Numerical Routines for the Function activeSetLogCon
brightstar: Bright star dataset used to illustrate log-concave density...
confIntBootLogConROC_t0: Function to compute a bootstrap confidence interval for the...
evaluateLogConDens: Evaluates the Log-Density MLE and Smoothed Estimator at...
icmaLogCon: Computes a Log-Concave Probability Density Estimate via an...
intECDF: Computes the Integrated Empirical Distribution Function at...
intF: Computes the Integral of the estimated CDF at Arbitrary Real...
isoMean: Pool-Adjacent Violaters Algorithm: Least Square Fit under...
Jfunctions: Numerical Routine J and Some Derivatives
Lhat_eta: Value of the Log-Likelihood Function L, where Input is in...
Local_LL: Value of the Log-Likelihood Function L, where Input is in...
Local_LL_all: Log-likelihood, New Candidate and Directional Derivative for...
logConCI: Compute pointwise confidence interval for a density assuming...
logConCIfunctions: Functions that are used by logConCI
logConDens: Compute log-concave density estimator and related quantities
logcondens-package: Estimate a Log-Concave Probability Density from iid...
logConROC: Compute ROC curve based on log-concave estimates for the...
logconTwoSample: Compute p-values for two-sample test based on log-concave CDF...
maxDiffCDF: Compute maximal difference between CDFs corresponding to...
MLE: Unconstrained piecewise linear MLE
pancreas: Data from pancreatic cancer serum biomarker study
plot.dlc: Standard plots for a dlc object
preProcess: Compute a weighted sample from initial observations
Q00: Numerical Routine Q
qloglin: Quantile Function In a Simple Log-Linear model
quadDeriv: Gradient and Diagonal of Hesse Matrix of Quadratic...
quantilesLogConDens: Function to compute Quantiles of Fhat
reliability: Reliability dataset used to illustrate log-concave density...
reparametrizations: Changes Between Parametrizations
rlogcon: Generate random sample from the log-concave and the smoothed...
robust: Robustification and Hermite Interpolation for ICMA
ROCx: Compute ROC curve at a given x based on log-concave estimates...
summary.dlc: Summarizing log-concave density estimation

Functions

J00 Man page Source code
J10 Man page Source code
J11 Man page Source code
J20 Man page Source code
Jfunctions Man page
Lhat_eta Man page Source code
LocalCoarsen Man page Source code
LocalConvexity Man page Source code
LocalExtend Man page Source code
LocalF Man page Source code
LocalMLE Man page Source code
LocalNormalize Man page Source code
LocalVariance Man page Source code
Local_LL Man page Source code
Local_LL_all Man page Source code
MLE Man page Source code
Q00 Man page Source code
ROCx Man page Source code
activeSet Man page
activeSetLogCon Man page Source code
activeSetRoutines Man page
brightstar Man page
c2hat Man page Source code
confIntBootLogConROC_t0 Man page Source code
etaphi Man page Source code
evaluateLogConDens Man page Source code
ftilde Man page Source code
icmaLogCon Man page Source code
intECDF Man page Source code
intF Man page Source code
isoMean Man page Source code
log-concave Man page
logConCI Man page Source code
logConCIfunctions Man page
logConDens Man page Source code
logConROC Man page Source code
logcon Man page
logcon-package Man page
logconTwoSample Man page Source code
logcondens Man page
maxDiffCDF Man page Source code
pancreas Man page
phieta Man page Source code
plot.dlc Man page Source code
preProcess Man page Source code
qloglin Man page Source code
quadDeriv Man page Source code
quantilesLogConDens Man page Source code
rLCD Man page Source code
reliability Man page
reparametrizations Man page
rlogcon Man page Source code
robust Man page Source code
summary.dlc Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/logcondens.Rnw
inst/doc/logcondens.pdf
inst/doc/logcondens.R
NAMESPACE
NEWS
data
data/reliability.rda
data/brightstar.rda
data/pancreas.rda
R
R/intF.r
R/qloglin.r
R/rlogcon.r
R/Local_LL.r
R/confIntBootLogConROC_t0.r
R/LocalVariance.r
R/LocalF.r
R/etaphi.r
R/J20.r
R/maxDiffCDF.r
R/phieta.r
R/c2hat.R
R/evaluateLogConDens.r
R/J11.r
R/Q00.r
R/summary.dlc.r
R/activeSetLogCon.r
R/LocalConvexity.r
R/Lhat_eta.r
R/MLE.r
R/isoMean.r
R/logconTwoSample.r
R/logConROC.R
R/robust.r
R/LocalMLE.r
R/intECDF.r
R/J10.r
R/logConCI.R
R/quantilesLogConDens.r
R/preProcess.r
R/Local_LL_all.r
R/ftilde.r
R/LocalNormalize.r
R/plot.dlc.r
R/ROCx.r
R/LocalExtend.r
R/logConDens.r
R/LocalCoarsen.r
R/icmaLogCon.r
R/quadDeriv.r
R/rLCD.R
R/J00.r
vignettes
vignettes/logcondens.Rnw
vignettes/plots
vignettes/plots/-plot2.pdf
vignettes/plots/-plot2sample.pdf
vignettes/plots/-sim1.pdf
vignettes/plots/-plot1.pdf
vignettes/plots/-plotSimul.pdf
vignettes/results
vignettes/results/pvals_setting=3_n1=20_n2=25_tau=1.txt
vignettes/results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=1.5.txt
vignettes/results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=0.5.txt
vignettes/results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=0.5.txt
vignettes/results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=1.txt
vignettes/results/pvals_setting=3_n1=20_n2=25_tau=2.5.txt
vignettes/results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=1.txt
vignettes/results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=2.txt
vignettes/results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=1.5.txt
vignettes/results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=2.txt
vignettes/results/pvals_setting=1_n1=20_n2=25_mu1=0_mu2=0.txt
vignettes/results/pvals_setting=3_n1=20_n2=25_tau=3.txt
vignettes/results/pvals_setting=3_n1=20_n2=25_tau=1.5.txt
vignettes/results/pvals_setting=3_n1=20_n2=25_tau=2.txt
vignettes/results/pvals_setting=2_n1=20_n2=25_mu1=0_mu2=0.txt
vignettes/stat.bib
vignettes/jss.dtx
vignettes/jsslogo.jpg
MD5
build
build/vignette.rds
DESCRIPTION
man
man/reparametrizations.Rd
man/brightstar.Rd
man/logconTwoSample.Rd
man/pancreas.Rd
man/quadDeriv.Rd
man/isoMean.Rd
man/Lhat_eta.Rd
man/Jfunctions.Rd
man/preProcess.Rd
man/activeSetRoutines.Rd
man/confIntBootLogConROC_t0.Rd
man/logConCI.Rd
man/maxDiffCDF.Rd
man/logConCIfunctions.Rd
man/robust.Rd
man/plot.dlc.Rd
man/icmaLogCon.Rd
man/intECDF.Rd
man/reliability.Rd
man/qloglin.Rd
man/summary.dlc.Rd
man/logConROC.Rd
man/activeSetLogCon.Rd
man/Q00.Rd
man/evaluateLogConDens.Rd
man/logConDens.Rd
man/Local_LL_all.Rd
man/quantilesLogConDens.Rd
man/rlogcon.Rd
man/MLE.Rd
man/ROCx.Rd
man/logcondens-package.Rd
man/intF.Rd
man/Local_LL.Rd
logcondens documentation built on May 19, 2017, 6:01 p.m.