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|Authors:||Madeleine Cule, Robert B. Gramacy, Richard Samworth|
|Title:||LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density|
|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.|
Page views:: 5160. Submitted: 2008-07-07. Published: 2009-01-20.
LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.