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...
Main Authors: | , , |
---|---|
Format: | Journal article |
Language: | English |
Published: |
2009
|