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: Cule, M, Gramacy, R, Samworth, R
Format: Journal article
Language:English
Published: 2009