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logcondens

swMATH ID: 11215
Software Authors: Kaspar Rufibach; Lutz Dümbgen
Description: logcondens: Estimate a Log-Concave Probability Density from iid Observations. Given independent and identically distributed observations X(1), ..., X(n), this package allows to compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is ’logConDens’ that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available
Homepage: http://cran.r-project.org/web/packages/logcondens/index.html
Source Code: https://github.com/cran/logcondens
Dependencies: R
Related Software: LogConcDEAD; R; KernSmooth; logcondens.mode; logconcens; logcondiscr; pyuvdata; SolvOpt; isotone; OrdFacReg; InspectChangepoint; wbs; scar; FastICA; Mosek; Interval; survival; colorspace; geometry; mvtnorm
Cited in: 50 Publications

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1 Publication describing the Software Year

all top 5

Cited by 93 Authors

8 Samworth, Richard J.
7 Rufibach, Kaspar
7 Wellner, Jon August
6 Dümbgen, Lutz
4 Schuhmacher, Dominic
3 Balabdaoui, Fadoua
3 Chen, YiNing
2 Cule, Madeleine
2 Doss, Charles R.
2 Durot, Cécile
2 Groeneboom, Piet
2 Guntuboyina, Adityanand
2 Hazelton, Martin L.
2 Jang, Woncheol
2 Jankowski, Hanna K.
2 Jongbloed, Geurt
2 Koenker, Roger W.
2 Mizera, Ivan
2 Müller, Samuel
2 Seregin, Arseni
2 Walther, Günther
1 Anagnostopoulos, Christoforos
1 Anderson-Bergman, Clifford
1 Azadbakhsh, Mahdis
1 Baraud, Yannick
1 Birgé, Lucien
1 Birke, Melanie
1 Böhning, Dankmar
1 Butucea, Cristina
1 Casella, George
1 Chacón, José E.
1 Chan, Ngai Hang
1 Chen, Kun
1 Cheng, Ming-Yen
1 Choi, Dongseok
1 Critchley, Frank
1 Dalal, Siddhartha R.
1 Dannemann, Jörn
1 Delaigle, Aurore
1 Dentcheva, Darinka
1 Draper, David
1 Eckley, Idris A.
1 Fearnhead, Paul
1 Gao, Xin
1 Giné-Masdéu, Evarist
1 Gopal, Vikneswaran
1 Hahn, Georg
1 Hall, Peter Gavin
1 Han, Bing
1 Han, Qiyang
1 Huet, Sylvie
1 Jeon, Yongho
1 Jeong, Seok-Oh
1 Kim, Arlene Kyoung Hee
1 Kim, Sunyul
1 Koladjo, François
1 Kolesnyk, Petro
1 Kypraios, Theodore
1 Leng, Chenlei
1 Li, Jialiang
1 Lim, Johan
1 Lopuhaä, Hendrik P.
1 Meyer, Mary C.
1 Mösching, Alexandre
1 Mu, Xiaosheng
1 Munk, Axel
1 Nickl, Richard
1 Penev, Spiridon I.
1 Preston, Simon P.
1 Robin, Stéphane
1 Royset, Johannes O.
1 Saumard, Adrien
1 Seo, Byungtae
1 Söhl, Jakob
1 Stewart, Michael
1 Stone, Mervyn
1 Strähl, Christof
1 Titterington, D. Michael
1 Tong, Howell
1 Wang, Tengyao
1 Wang, Yong
1 Wets, Roger Jean-Baptiste
1 White, Simon R.
1 Wilke, Ralf A.
1 Witte, Birgit I.
1 Wong, Ting-Kam Leonard
1 Xia, Yingcun
1 Xue, Jing-Hao
1 Yau, Chun Yip
1 Young, G. Alastair
1 Yu, Yaming
1 Yuan, Ming
1 Zhang, Wenyang

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