logcondens

Description

Given independent and identically distributed observations X(1), ..., X(n), compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.

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Maintainer: ‘Kaspar Rufibach <kaspar.rufibach@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Kaspar",
                      family = "Rufibach",
                      role = c("aut", "cre"),
                      email = "kaspar.rufibach@gmail.com"),
               person(given = "Lutz",
                      family = "Duembgen",
                      role = "aut",
                      email = "duembgen@stat.unibe.ch"))
as necessary.

Maintainer: ‘Kaspar Rufibach <kaspar.rufibach@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Kaspar",
                      family = "Rufibach",
                      role = c("aut", "cre"),
                      email = "kaspar.rufibach@gmail.com"),
               person(given = "Lutz",
                      family = "Duembgen",
                      role = "aut",
                      email = "duembgen@stat.unibe.ch"))
as necessary.

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Maintainer: ‘Kaspar Rufibach <kaspar.rufibach@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Kaspar",
                      family = "Rufibach",
                      role = c("aut", "cre"),
                      email = "kaspar.rufibach@gmail.com"),
               person(given = "Lutz",
                      family = "Duembgen",
                      role = "aut",
                      email = "duembgen@stat.unibe.ch"))
as necessary.

Maintainer: ‘Kaspar Rufibach <kaspar.rufibach@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Kaspar",
                      family = "Rufibach",
                      role = c("aut", "cre"),
                      email = "kaspar.rufibach@gmail.com"),
               person(given = "Lutz",
                      family = "Duembgen",
                      role = "aut",
                      email = "duembgen@stat.unibe.ch"))
as necessary.

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