LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density

LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density

In this article we introduce the R package LogConcDEAD (Log-concave density estimation in arbitrary dimensions). Its main function is to compute the nonparametric maximum likelihood estimator of a log-concave density. Functions for plotting, sampling from the density estimate and evaluating the dens...

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Bibliographic Details
Main Authors: Madeleine Cule, Robert Gramacy, Richard Samworth
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2008-12-01
Series:Journal of Statistical Software
Subjects:
log-concave density
multivariate density estimation
visualization
nonparametric statistics
Online Access:http://www.jstatsoft.org/v29/i02/paper

Internet

http://www.jstatsoft.org/v29/i02/paper

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