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Authors: Madeleine Cule, Robert B. Gramacy, Richard Samworth
Title: [download]
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LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
Reference: Vol. 29, Issue 2, Jan 2009
Submitted 2008-07-07, Accepted 2008-12-14
Type: Article
Abstract:

In this article we introduce the R package LogConcDEAD (Log-concave density estimation in arbitrary dimensions). Its main function is to compute the nonparametric maximum likelihood estimator of a log-concave density. Functions for plotting, sampling from the density estimate and evaluating the density estimate are provided. All of the functions available in the package are illustrated using simple, reproducible examples with simulated data.

Paper: [download]
(1060)
LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
(application/pdf, 643.9 KB)
Supplements: [download]
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LogConcDEAD_1.3-2.tar.gz: R source package
(application/x-gzip, 851.2 KB)
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v29i02.R: R example code from the paper
(application/zip, 1.8 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: Commons GNU General Public License License
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