R/LogConcaveDESM.R

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
#'
#' \code{LogConcaveDESM} is an \code{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.
#'
#' \code{\link{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 "\code{LogConcaveDESM}" which is used as an input to
#' various auxiliary functions.
#'
#' \code{\link{evaluate_logdensity_deriv2}} and \code{\link{plot_logdensity_deriv2}}
#' evaluates and plots the second derivative of the logarithm of the log-concave score matching
#' density estimate, respectively.
#'
#' \code{\link{evaluate_logdensity_deriv1}} evaluates and \code{\link{plot_logdensity_deriv1}}
#' plots the first derivative of the logarithm of the log-concave score matching
#' density estimate, respectively.
#'
#' \code{\link{evaluate_logdensity}} evaluates and \code{\link{plot_logdensity}} plots
#' the logarithm of the log-concave score matching density estimate up to a normalizing constant, respectively.
#'
#' \code{\link{evaluate_density}} evaluates and \code{\link{plot_density}} plots the log-concave
#' score matching density estimate, respectively.
#'
#' \code{\link{cv_optimal_density_estimate}} chooses the optimal penalty parameter.
#'
#' \code{\link{plot_mle_scorematching}} plots the log-concave maximum likelihood and score matching
#' density estimates together.
#'
#' \code{\link{kl_div}}, \code{\link{hyvarinen_div}}, \code{\link{L1_dist}} and
#'  \code{\link{hellinger_dist}} compute the Kullback-Leibler divergence, Hyvarinen divergence,
#'  L1 distance, and Hellinger distance between the true density function and
#'  the density estimate, respectively.
#'
#' @seealso \href{https://cran.r-project.org/web/packages/logcondens/index.html}{logcondens},
#' \href{https://cran.r-project.org/web/packages/LogConcDEAD/index.html}{LogConcDEAD}.
#'
#' @docType package
#' @name LogConcaveDESM-package
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