activeSetRoutines {logcondens}

Auxiliary Numerical Routines for the Function activeSetLogCon

Description

Functions that are used by activeSetLogCon.

Usage

LocalCoarsen(x, w, IsKnot)
LocalConvexity(x, phi)
LocalExtend(x, IsKnot, x2, phi2) 
LocalF(x, phi)
LocalNormalize(x, phi)
LocalMLE(x, w, IsKnot, phi_o, prec)
LocalVariance(x, w = NULL, phi)

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

w

Optional vector of nonnegative weights corresponding to {\bold{x}}.

IsKnot

Vector with entries IsKnot_i = 1\{\phi has a kink at x_i\}.

phi

Vector with entries \phi(x_i).

x2

Vector of same type as {\bold{x}}.

phi2

Vector of same type as {\bold{\phi}}.

phi_o

Optional starting vector.

prec

Threshold for the directional derivative during Newton-Raphson procedure.

Author(s)

Kaspar Rufibach, [e-mail],
http://www.kasparrufibach.ch

Lutz Duembgen, [e-mail],
https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html

See Also

All the above functions are used by activeSetLogCon to estimate a log-concave probability density.

Log concave density estimation via an iterative convex minorant algorithm can be performed using icmaLogCon.