A fast solver for the maximum likelihood estimator (MLE) of a multivariate log-concave probability function. Given a sample X, it estimates a non-parametric density function whose logarithm is a concave function. Many well-known parametric densities belong to that class, among them the normal density, the uniform density, the exponential distribution and many more. This package provides functions for the estimation of a log-concave density and a mixture of log-concave densities in multiple dimensions. While being similar to the package LogConcDEAD, fmlogcondens provides much fast run times for large samples (>= 250 points). As a reference see Fabian Rathke, Christoph Schnörr (2015), <doi:10.1515/auom-2015-0053>.
| Version: | 1.0.2 |
| Depends: | R (≥ 3.2.4) |
| Imports: | geometry, MASS, mclust, mvtnorm |
| Suggests: | LogConcDEAD, knitr, rmarkdown |
| Published: | 2018-03-23 |
| Author: | Fabian Rathke [aut, cre], Christoph Schnörr [aut], Giovanni Garberoglio [cph] |
| Maintainer: | Fabian Rathke <frathke at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/FabianRathke/fmlogcondens |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | fmlogcondens results |
| Reference manual: | fmlogcondens.pdf |
| Vignettes: |
Usage of fmlogcondens |
| Package source: | fmlogcondens_1.0.2.tar.gz |
| Windows binaries: | r-devel: fmlogcondens_1.0.2.zip, r-release: fmlogcondens_1.0.2.zip, r-oldrel: fmlogcondens_1.0.2.zip |
| OS X binaries: | r-release: fmlogcondens_1.0.2.tgz, r-oldrel: fmlogcondens_1.0.2.tgz |
| Old sources: | fmlogcondens archive |
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