activeSetRoutines {logcondens}R Documentation

Auxiliary Numerical Routines for the Function activeSetLogCon

Description

Functions that are used by activeSetLogCon.

Usage

LocalCoarsen(x, w, IsKnot)
LocalConvexity(x, phi)
LocalExtend(x, IsKnot, x2, phi2) 
LocalF(x, phi)
LocalNormalize(x, phi)
LocalMLE(x, w, IsKnot, phi_o, prec)

Arguments

x Vector of independent and identically distributed numbers, with strictly increasing entries.
w Optional vector of nonnegative weights corresponding to {x}, where w_1 > 0 and w_m > 0. These raw weights are normalized in order to sum to one. Default: w_i = 1 / m.
IsKnot Column vector with entries
IsKnot_i = 1{varphi has a kink at x_i}.
phi Column vector with entries varphi(x_i).
x2 Vector of same type as {x}.
phi2 Vector of same type as {varphi}.
phi_o Optional starting vector.
prec Threshold for the directional derivative during Newton-Raphson procedure.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen

See Also

All the above functions are used by activeSetLogCon to estimate a log-concave probability density.

Log concave density estimation via an iterative convex minorant algorithm can be performed using icmaLogCon.


[Package logcondens version 1.3.3 Index]