Estimate a Log-Concave Probability Density from i.i.d. Observations


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Documentation for package `logcondens' version 1.0

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logcon-package Estimate a Log-Concave Probability Density from i.i.d. Observations
activeSet Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
activeSetLogCon Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
activeSetRoutines Auxiliary Numerical Routines for the Function activeSetLogCon
etaphi Changes Between Parametrizations
evaluateLogConDens Evaluates the Log-Density Estimator at an Arbitrary Real Number x0
icmaLogCon Computes a Log-Concave Probability Density Estimate via an Iterative Convex Minorant Algorithm
isoMean Pool-Adjacent Violaters Algorithm: Least Square Fit under Monotonicity Constraint
J00 Numerical Routine J and Some Derivatives, to be used by activeSetLogCon
J10 Numerical Routine J and Some Derivatives, to be used by activeSetLogCon
J11 Numerical Routine J and Some Derivatives, to be used by activeSetLogCon
J20 Numerical Routine J and Some Derivatives, to be used by activeSetLogCon
Jfunctions Numerical Routine J and Some Derivatives, to be used by activeSetLogCon
Lhat_eta Value of the Log-Likelihood Function L, where Input is in Eta-Parametrization
LocalCoarsen Auxiliary Numerical Routines for the Function activeSetLogCon
LocalConvexity Auxiliary Numerical Routines for the Function activeSetLogCon
LocalExtend Auxiliary Numerical Routines for the Function activeSetLogCon
LocalF Auxiliary Numerical Routines for the Function activeSetLogCon
LocalMLE Auxiliary Numerical Routines for the Function activeSetLogCon
LocalNormalize Auxiliary Numerical Routines for the Function activeSetLogCon
Local_LL Value of the Log-Likelihood Function L, where Input is in Phi-Parametrization
Local_LL_all Log-likelihood, New Candidate and Directional Derivative for L
log-concave Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
logcon Estimate a Log-Concave Probability Density from i.i.d. Observations
logcondens Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
MLE Unconstrained piecewise linear MLE
phieta Changes Between Parametrizations
quadDeriv Gradient and Diagonal of Hesse Matrix of Quadratic Approximation to Log-Likelihood Function L
quantilesLogConDens Function to compute p0-Quantile of F
reparametrizations Changes Between Parametrizations
robust Robustification and Hermite Interpolation for ICMA