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 |