logcondiscr-package: Estimate a Log-Concave Probability Mass Function from...

Description Details Author(s) References See Also Examples


Implements the maximum likelihood estimator (MLE) for a probability mass function (PMF) under the assumption of log-concavity from i.i.d. data.


Package: logcondiscr
Type: Package
Version: 1.0.6
Date: 2015-07-03
License: GPL (>=2)
LazyLoad: yes

The main functions in the package are:

logConDiscrMLE: Compute the maximum likelihood estimator (MLE) of a log-concave PMF from i.i.d. data. The constrained log-likelihood function is maximized using an active set algorithm as initially described in Weyermann (2007).

logConDiscrCI: Compute the maximum likelihood estimator (MLE) of a log-concave PMF from i.i.d. data and corresponding, asymptotically valid, pointwise confidence bands as developed in Balabdaoui et al (2012).

kInflatedLogConDiscr: Compute an estimate of a mixture of a log-concave PMF that is inflated at k, from i.i.d. data, using an EM algorithm.


Kaspar Rufibach (maintainer) kaspar.rufibach@gmail.com
Fadoua Balabdaoui fadoua@ceremade.dauphine.fr
Hanna Jankowski hkj@mathstat.yorku.ca
Kathrin Weyermann


Balabdaoui, F., Jankowski, H., Rufibach, K., and Pavlides, M. (2013). Maximum likelihood estimation and confidence bands for a discrete log-concave distribution. J. R. Stat. Soc. Ser. B Stat. Methodol., 75(4), 769–790.

Weyermann, K. (2007). An Active Set Algorithm for Log-Concave Discrete Distributions. MSc thesis, University of Bern (Supervisor: Lutz Duembgen).

See Also

Functions to estimate the log-concave MLE for a univariate continuous distribution are provided in the package logcondens and for observations in more than one dimension in LogConDEAD.


## see the help files for the abovementioned functions for examples

Search within the logcondiscr package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.