Given independent and identically distributed observations X(1), ..., X(n), this package 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.
| Version: | 1.0.5 |
| Depends: | Matrix, mvtnorm, cobs |
| Published: | 2014-02-06 |
| Author: | Kaspar Rufibach and Fadoua Balabdaoui and Hanna Jankowski and Kathrin Weyermann |
| Maintainer: | Kaspar Rufibach <kaspar.rufibach at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.kasparrufibach.ch , http://www.ceremade.dauphine.fr/~fadoua , http://www.math.yorku.ca/~hkj |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | logcondiscr results |
| Reference manual: | logcondiscr.pdf |
| Package source: | logcondiscr_1.0.5.tar.gz |
| Windows binaries: | r-devel: logcondiscr_1.0.5.zip, r-release: logcondiscr_1.0.5.zip, r-oldrel: logcondiscr_1.0.5.zip |
| OS X Snow Leopard binaries: | r-release: logcondiscr_1.0.5.tgz, r-oldrel: logcondiscr_1.0.5.tgz |
| OS X Mavericks binaries: | r-release: logcondiscr_1.0.5.tgz |
| Old sources: | logcondiscr archive |