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 Documents Standard Articles 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 all top 5 Cited in 21 Serials 10 The Annals of Statistics 6 Statistics & Probability Letters 6 Electronic Journal of Statistics 5 Computational Statistics and Data Analysis 3 Statistical Science 2 Journal of Statistical Planning and Inference 2 Statistica Sinica 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Statistics and Computing 1 Scandinavian Journal of Statistics 1 Probability Theory and Related Fields 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Missouri Journal of Mathematical Sciences 1 Journal of the Korean Statistical Society 1 The Annals of Applied Statistics 1 Statistics Surveys 1 Annals of Finance all top 5 Cited in 8 Fields 50 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year