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

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
http://www.kasparrufibach.ch , http://www.ceremade.dauphine.fr/~fadoua , http://www.math.yorku.ca/~hkj

View on CRAN

Files in this package

logcondiscr
logcondiscr/NAMESPACE
logcondiscr/NEWS
logcondiscr/R
logcondiscr/R/logConDiscrMLE.r
logcondiscr/R/LikFunk.r
logcondiscr/R/LocalConcavity.r
logcondiscr/R/kInflatedLogConDiscr.r
logcondiscr/R/dMLE.r
logcondiscr/R/J20.r
logcondiscr/R/J11.r
logcondiscr/R/GradientL.r
logcondiscr/R/StepSize.r
logcondiscr/R/logConDiscrCI.r
logcondiscr/R/LocalMLE.r
logcondiscr/R/rTriangular.r
logcondiscr/R/J10.r
logcondiscr/R/Direction.r
logcondiscr/R/LocalNormalize.r
logcondiscr/R/LocalExtend.r
logcondiscr/R/LocalCoarsen.r
logcondiscr/R/HesseL.r
logcondiscr/R/dTriangular.r
logcondiscr/R/J00.r
logcondiscr/MD5
logcondiscr/DESCRIPTION
logcondiscr/man
logcondiscr/man/logcondiscr-package.Rd logcondiscr/man/internal.Rd logcondiscr/man/kInflatedLogConDiscr.Rd logcondiscr/man/Triangular.Rd logcondiscr/man/logConDiscrCI.Rd logcondiscr/man/logConDiscrMLE.Rd

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