Given independent and identically distributed observations X(1), ..., X(n), allows to compute the maximum likelihood estimator (MLE) of probability mass function (pmf) under the assumption that it is log-concave, see Weyermann (2007) and Balabdaoui, Jankowski, Rufibach, and Pavlides (2012). The main functions of the package are 'logConDiscrMLE' that allows computation of the log-concave MLE, 'logConDiscrCI' that computes pointwise confidence bands for the MLE, and 'kInflatedLogConDiscr' that computes a mixture of a log-concave PMF and a point mass at k.
Package details |
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Author | Kaspar Rufibach <kaspar.rufibach@gmail.com> and Fadoua Balabdaoui <fadoua@ceremade.dauphine.fr> and Hanna Jankowski <hkj@mathstat.yorku.ca> and Kathrin Weyermann <kathrin.weyermann@bkw-fmb.ch> |
Maintainer | Kaspar Rufibach <kaspar.rufibach@gmail.com> |
License | GPL (>= 2) |
Version | 1.0.6 |
URL | http://www.kasparrufibach.ch http://www.ceremade.dauphine.fr/~fadoua http://www.math.yorku.ca/~hkj |
Package repository | View on CRAN |
Installation |
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