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

نویسندگان

  • Madeleine Cule
  • Robert Gramacy
  • Richard Samworth
چکیده

In this document 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 density estimate are provided. All of the functions available in the package are illustrated using simple, reproducible examples with simulated data.

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تاریخ انتشار 2009