fmlogcondens: Fast Multivariate Log-Concave Density Estimation

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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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:, r-release:, r-oldrel:
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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