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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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:
Online Access:http://www.jstatsoft.org/v29/i02/paper
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author Madeleine Cule
Robert Gramacy
Richard Samworth
author_facet Madeleine Cule
Robert Gramacy
Richard Samworth
author_sort Madeleine Cule
collection DOAJ
description 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 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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spelling doaj.art-64f9be43acea4500918edff94522cfee2022-12-21T19:27:36ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602008-12-01292LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave DensityMadeleine CuleRobert GramacyRichard SamworthIn 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 density estimate are provided. All of the functions available in the package are illustrated using simple, reproducible examples with simulated data.http://www.jstatsoft.org/v29/i02/paperlog-concave densitymultivariate density estimationvisualizationnonparametric statistics
spellingShingle Madeleine Cule
Robert Gramacy
Richard Samworth
LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
Journal of Statistical Software
log-concave density
multivariate density estimation
visualization
nonparametric statistics
title LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
title_full LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
title_fullStr LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
title_full_unstemmed LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
title_short LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
title_sort logconcdead an r package for maximum likelihood estimation of a multivariate log concave density
topic log-concave density
multivariate density estimation
visualization
nonparametric statistics
url http://www.jstatsoft.org/v29/i02/paper
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