LogConcaveDESM-package: LogConcaveDESM: a package for log-concave density estimation...

In zhoucx1119/LogConcaveDESM: Log-Concave Density Estimation Using the Score Matching Loss Function

LogConcaveDESM: a package for log-concave density estimation using the score matching loss function

Description

LogConcaveDESM is an R package to compute and visualize the log-concave score matching density estimate over a bounded domain. It also contains functions to plot the first and second derivatives of the log-density estimate. Furthermore, functions to compute various distances between two probability distributions are provided to assess the quality of the density estimate.

Details

LogConcaveDESM contains functions to compute and visualize the log-concave score matching density estimate.

lcd_scorematching computes the second derivative of the (penalized) log-concave score matching density estimate based on i.i.d samples. The output is an object of class "LogConcaveDESM" which is used as an input to various auxiliary functions.

evaluate_logdensity_deriv2 and plot_logdensity_deriv2 evaluates and plots the second derivative of the logarithm of the log-concave score matching density estimate, respectively.

evaluate_logdensity_deriv1 evaluates and plot_logdensity_deriv1 plots the first derivative of the logarithm of the log-concave score matching density estimate, respectively.

evaluate_logdensity evaluates and plot_logdensity plots the logarithm of the log-concave score matching density estimate up to a normalizing constant, respectively.

evaluate_density evaluates and plot_density plots the log-concave score matching density estimate, respectively.

cv_optimal_density_estimate chooses the optimal penalty parameter.

plot_mle_scorematching plots the log-concave maximum likelihood and score matching density estimates together.

kl_div, hyvarinen_div, L1_dist and hellinger_dist compute the Kullback-Leibler divergence, Hyvarinen divergence, L1 distance, and Hellinger distance between the true density function and the density estimate, respectively.

See Also

logcondens, LogConcDEAD.

zhoucx1119/LogConcaveDESM documentation built on Aug. 28, 2024, 3:25 p.m.