LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density

Madeleine Cule, Robert B. Gramacy and Richard Samworth

Journal of Statistical Software, 2009, vol. 029, issue i02

Abstract: 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.

Date: 2009-01-20
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:029:i02

DOI: 10.18637/jss.v029.i02

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