Cule, Madeleine; Gramacy, Robert B.; Samworth, Richard - In: Journal of Statistical Software 29 (2009) i02
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...