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

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.

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
http://www.kasparrufibach.ch , http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html

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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

Files in this package

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

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