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logcondens  

Estimate a Log-Concave Probability Density from Iid Observations
View on CRAN: Click here


Download and install logcondens package within the R console
Install from CRAN:
install.packages("logcondens")

Install from Github:
library("remotes")
install_github("cran/logcondens")

Install by package version:
library("remotes")
install_version("logcondens", "2.1.8")



Attach the package and use:
library("logcondens")
Maintained by
Kaspar Rufibach
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-09-29
Latest Update: 2023-08-22
Description:
Given independent and identically distributed observations X(1), ..., X(n), compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.
How to cite:
Kaspar Rufibach (2006). logcondens: Estimate a Log-Concave Probability Density from Iid Observations. R package version 2.1.8, https://cran.r-project.org/web/packages/logcondens. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0 (2006-09-29 12:08), 1.1 (2006-10-13 12:54), 1.2 (2006-10-28 12:42), 1.3.0 (2007-08-25 18:48), 1.3.1 (2007-10-04 15:19), 1.3.2 (2008-07-16 17:57), 1.3.3 (2009-03-04 12:04), 1.3.4 (2009-06-05 09:19), 1.3.5 (2009-12-07 11:54), 2.0.0 (2010-08-27 08:23), 2.0.1 (2010-11-19 14:26), 2.0.2 (2011-02-24 10:11), 2.0.3 (2011-03-05 22:08), 2.0.4 (2011-04-24 08:56), 2.0.5 (2011-11-29 07:57), 2.0.6 (2011-12-19 12:59), 2.0.7 (2012-03-23 14:03), 2.0.8 (2012-10-11 18:28), 2.0.9 (2012-10-15 07:52), 2.1.0 (2013-12-16 07:55), 2.1.1 (2014-02-19 01:41), 2.1.2 (2014-09-06 20:53), 2.1.3 (2015-06-10 11:54), 2.1.4 (2015-07-03 01:15), 2.1.5 (2016-07-14 00:31), 2.1.6 (2021-10-12 18:00), 2.1.7 (2023-01-06 19:50)
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