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:
logcondiscr_1.0.6.tar.gz
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logcondiscr.pdf |logcondiscr.html✨
logcondiscr/json (API)
NEWS
| # Install 'logcondiscr' in R: |
| install.packages('logcondiscr', repos = c('https://numbersman77.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 years agofrom:706351b243. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 26 2025 |
| R-4.5-win | OK | Feb 26 2025 |
| R-4.5-mac | OK | Feb 26 2025 |
| R-4.5-linux | OK | Feb 26 2025 |
| R-4.4-win | OK | Feb 26 2025 |
| R-4.4-mac | OK | Feb 26 2025 |
| R-4.3-win | OK | Feb 26 2025 |
| R-4.3-mac | OK | Feb 26 2025 |
Exports:DirectiondMLEdTriangularGradientLHesseLJ00J10J11J20kInflatedLogConDiscrLikFunkLocalCoarsenLocalConcavityLocalExtendLocalMLELocalNormalizelogConDiscrCIlogConDiscrMLErTriangularStepSize
Dependencies:cobslatticeMASSMatrixMatrixModelsmvtnormquantregSparseMsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate a Log-Concave Probability Mass Function from Discrete i.i.d. Observations | logcondiscr-package logcondiscr |
| Functions for estimation of a log-concave probability mass function via maximum likelihood | Direction dMLE GradientL HesseL J00 J10 J11 J20 LikFunk LocalCoarsen LocalConcavity LocalExtend LocalMLE LocalNormalize StepSize |
| Compute a mixture of a point mass at 0 and a log-concave probability mass function from i.i.d. data | kInflatedLogConDiscr |
| Compute pointwise confidence bands for the log-concave MLE of a PMF | logConDiscrCI |
| Compute log-concave probability mass function from i.i.d. data | logConDiscrMLE |
| Functions to compute a and simulate from a triangular probability mass function | dTriangular rTriangular |
