Compute MLE of Log-Concave Density on R with Fixed Mode, and Perform Inference for the Mode.


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Documentation for package ‘logcondens.mode’ version 1.0.1

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logcondens.mode-package Computation of Log-Concave Densities on R with fixed mode and Inference for the Mode.
activeSet Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
activeSetLogCon Computes a Log-Concave Probability Density Estimate via an Active Set Algorithm
activeSetLogCon.mode Computes the Modally-Constrained Log-Concave Probability Density Maximum Likelihood Estimate via an Active Set Algorithm.
dir.exists Utility for checking existence of a directory.
estimateLRdistn Estimate "the" limiting distribution of the likelihood ratio statistic for location of mode.
intECDFfn Gives the Integrated Empirical Distribution Function
intF Computes the Integral of the estimated CDF at Arbitrary Real Numbers in s
intFfn Computes the Integral of a log-concave CDF at Arbitrary Real Numbers
LCLRCImode Compute Log-Concave Likelihood-Ratio Confidence interval for the mode.
LCTLLRdistn Limit Distribution of the Likelihood Ratio Statistic
LocalExtend Auxiliary Numerical Routine for the Function activeSetLogCon.mode
logConDens Compute log-concave density estimator and related quantities
logcondens.mode Computation of Log-Concave Densities on R with fixed mode and Inference for the Mode.
LRmodeTest Computes an Asymptotic Confidence Interval for the mode of a Log-Concave Density