fmlogcondens
1.0.2Fast Multivariate Log-Concave Density Estimation
Overview
A fast solver for the maximum likelihood estimator (MLE) of a multivariate log-concave probability function. Given a sample X, it estimates a non-parametric density function whose logarithm is a concave function. Many well-known parametric densities belong to that class, among them the normal density, the uniform density, the exponential distribution and many more. This package provides functions for the estimation of a log-concave density and a mixture of log-concave densities in multiple dimensions. While being similar to the package LogConcDEAD, fmlogcondens provides much fast run times for large samples (>= 250 points). As a reference see Fabian Rathke, Christoph Schnörr (2015), doi:10.1515/auom-2015-0053.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 86%
- References docs
- 0%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- Total releases
- 3
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.2.4
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("fmlogcondens")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.