logcondiscr: Estimate a Log-Concave Probability Mass Function from Discrete i.i.d. Observations
Version 1.0.6

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.

AuthorKaspar 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>
Date of publication2015-07-03 12:51:05
MaintainerKaspar Rufibach <kaspar.rufibach@gmail.com>
LicenseGPL (>= 2)
Version1.0.6
URL http://www.kasparrufibach.ch http://www.ceremade.dauphine.fr/~fadoua http://www.math.yorku.ca/~hkj
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("logcondiscr")

Getting started

Package overview

Popular man pages

internal: Functions for estimation of a log-concave probability mass...
kInflatedLogConDiscr: Compute a mixture of a point mass at 0 and a log-concave...
logcondiscr-package: Estimate a Log-Concave Probability Mass Function from...
Triangular: Functions to compute a and simulate from a triangular...
logConDiscrCI: Compute pointwise confidence bands for the log-concave MLE of...
logConDiscrMLE: Compute log-concave probability mass function from i.i.d....
See all...

All man pages Function index File listing

Man pages

internal: Functions for estimation of a log-concave probability mass...
kInflatedLogConDiscr: Compute a mixture of a point mass at 0 and a log-concave...
logConDiscrCI: Compute pointwise confidence bands for the log-concave MLE of...
logConDiscrMLE: Compute log-concave probability mass function from i.i.d....
logcondiscr-package: Estimate a Log-Concave Probability Mass Function from...
Triangular: Functions to compute a and simulate from a triangular...

Functions

Direction Man page Source code
GradientL Man page Source code
HesseL Man page Source code
J00 Man page Source code
J10 Man page Source code
J11 Man page Source code
J20 Man page Source code
LikFunk Man page Source code
LocalCoarsen Man page Source code
LocalConcavity Man page Source code
LocalExtend Man page Source code
LocalMLE Man page Source code
LocalNormalize Man page Source code
StepSize Man page Source code
dMLE Man page Source code
dTriangular Man page Source code
kInflatedLogConDiscr Man page Source code
logConDiscrCI Man page Source code
logConDiscrMLE Man page Source code
logcondiscr Man page
logcondiscr-package Man page
rTriangular Man page Source code

Files

NAMESPACE
NEWS
R
R/logConDiscrMLE.r
R/LikFunk.r
R/LocalConcavity.r
R/kInflatedLogConDiscr.r
R/dMLE.r
R/J20.r
R/J11.r
R/GradientL.r
R/StepSize.r
R/logConDiscrCI.r
R/LocalMLE.r
R/rTriangular.r
R/J10.r
R/Direction.r
R/LocalNormalize.r
R/LocalExtend.r
R/LocalCoarsen.r
R/HesseL.r
R/dTriangular.r
R/J00.r
MD5
DESCRIPTION
man
man/logcondiscr-package.Rd
man/internal.Rd
man/kInflatedLogConDiscr.Rd
man/Triangular.Rd
man/logConDiscrCI.Rd
man/logConDiscrMLE.Rd
logcondiscr documentation built on May 20, 2017, 4:46 a.m.

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