Estimate a Log-Concave Probability Density from Iid Observations

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Documentation for package ‘logcondens’ version 2.1.8

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
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logcondens-package	Estimate a Log-Concave Probability Density from iid 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
brightstar	Bright star dataset used to illustrate log-concave density estimation
c2hat	Functions that are used by logConCI
confIntBootLogConROC_t0	Function to compute a bootstrap confidence interval for the ROC curve at a given t, based on the log-concave ROC curve
etaphi	Changes Between Parametrizations
evaluateLogConDens	Evaluates the Log-Density MLE and Smoothed Estimator at Arbitrary Real Numbers xs
ftilde	Functions that are used by logConCI
icmaLogCon	Computes a Log-Concave Probability Density Estimate via an Iterative Convex Minorant Algorithm
intECDF	Computes the Integrated Empirical Distribution Function at Arbitrary Real Numbers in s
intF	Computes the Integral of the estimated CDF at Arbitrary Real Numbers in s
isoMean	Pool-Adjacent Violaters Algorithm: Least Square Fit under Monotonicity Constraint
J00	Numerical Routine J and Some Derivatives
J10	Numerical Routine J and Some Derivatives
J11	Numerical Routine J and Some Derivatives
J20	Numerical Routine J and Some Derivatives
Jfunctions	Numerical Routine J and Some Derivatives
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
LocalVariance	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	Estimate a Log-Concave Probability Density from iid Observations
logcon	Estimate a Log-Concave Probability Density from iid Observations
logConCI	Compute pointwise confidence interval for a density assuming log-concavity
logConCIfunctions	Functions that are used by logConCI
logConDens	Compute log-concave density estimator and related quantities
logcondens	Estimate a Log-Concave Probability Density from iid Observations
logConROC	Compute ROC curve based on log-concave estimates for the constituent distributions
logconTwoSample	Compute p-values for two-sample test based on log-concave CDF estimates
maxDiffCDF	Compute maximal difference between CDFs corresponding to log-concave estimates
MLE	Unconstrained piecewise linear MLE
pancreas	Data from pancreatic cancer serum biomarker study
phieta	Changes Between Parametrizations
plot.dlc	Standard plots for a dlc object
preProcess	Compute a weighted sample from initial observations
Q00	Numerical Routine Q
qloglin	Quantile Function In a Simple Log-Linear model
quadDeriv	Gradient and Diagonal of Hesse Matrix of Quadratic Approximation to Log-Likelihood Function L
quantilesLogConDens	Function to compute Quantiles of Fhat
reliability	Reliability dataset used to illustrate log-concave density estimation
reparametrizations	Changes Between Parametrizations
rLCD	Functions that are used by logConCI
rlogcon	Generate random sample from the log-concave and the smoothed log-concave density estimator
robust	Robustification and Hermite Interpolation for ICMA
ROCx	Compute ROC curve at a given x based on log-concave estimates for the constituent distributions
summary.dlc	Summarizing log-concave density estimation