LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density

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.

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Year of publication:	2009-01-20
Authors:	Cule, Madeleine ; Gramacy, Robert B. ; Samworth, Richard
Published in:	Journal of Statistical Software. - American Statistical Association. - Vol. 29.2009, i02
Publisher:	American Statistical Association

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Extent:	text/html
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008460740