activeSetRoutines: Auxiliary Numerical Routines for the Function activeSetLogCon

Description Usage Arguments Author(s) See Also

Description

Functions that are used by activeSetLogCon.

Usage

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LocalCoarsen(x, w, IsKnot)
LocalConvexity(x, phi)
LocalExtend(x, IsKnot, x2, phi2) 
LocalF(x, phi)
LocalNormalize(x, phi)
LocalMLE(x, w, IsKnot, phi_o, prec)
LocalVariance(x, w = NULL, phi)

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

w

Optional vector of nonnegative weights corresponding to x.

IsKnot

Vector with entries IsKnot_i = 1\{φ has a kink at x_i\}.

phi

Vector with entries φ(x_i).

x2

Vector of same type as x.

phi2

Vector of same type as φ.

phi_o

Optional starting vector.

prec

Threshold for the directional derivative during Newton-Raphson procedure.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html

See Also

All the above functions are used by activeSetLogCon to estimate a log-concave probability density.

Log concave density estimation via an iterative convex minorant algorithm can be performed using icmaLogCon.


logcondens documentation built on May 2, 2019, 6:11 a.m.