Package: logcondiscr 1.0.6

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.

Authors:Kaspar Rufibach <[email protected]> and Fadoua Balabdaoui <[email protected]> and Hanna Jankowski <[email protected]> and Kathrin Weyermann <[email protected]>

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20 exports 0.00 score 9 dependencies 7 scripts 191 downloads

Last updated 9 years agofrom:706351b243. Checks:OK: 7. Indexed: yes.

Exports:DirectiondMLEdTriangularGradientLHesseLJ00J10J11J20kInflatedLogConDiscrLikFunkLocalCoarsenLocalConcavityLocalExtendLocalMLELocalNormalizelogConDiscrCIlogConDiscrMLErTriangularStepSize

Dependencies:cobslatticeMASSMatrixMatrixModelsmvtnormquantregSparseMsurvival