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.

Package details

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>
MaintainerKaspar Rufibach <kaspar.rufibach@gmail.com>
LicenseGPL (>= 2)
URL http://www.kasparrufibach.ch http://www.ceremade.dauphine.fr/~fadoua http://www.math.yorku.ca/~hkj
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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logcondiscr documentation built on May 2, 2019, 3:35 p.m.