activeSetRoutines {logcondens} | R Documentation |
Functions that are used by activeSetLogCon.
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)
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. |
Kaspar Rufibach, kaspar.rufibach@gmail.com
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen
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
.