Estimate a Log-Concave Probability Density from Iid Observations
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-04-29
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 34includes a package overview page
- Examples that run
- 67%12 run in a plain check · 3 never run · 3 hold no code
- Exported functions with examples
- 53%
- Documented parameters
- 100%
- Return-value docs
- 90%
- Help pages citing references
- 65%
Downloads
Dependencies
Installing logcondens adds 9 packages (8 with compiled code, 8.0 MB of source tarballs). Heaviest: mclust 2.7 MB, Rcpp 1.8 MB, kernlab 1.0 MB.
Code & Tests
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- 2.1.9Latest
- RR 4.6.0 released · 2026-04-24
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- 2.1.82023-08-22 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 2.1.72023-01-06 · diff ↗
- RR 4.2.0 released · 2022-04-22
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- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
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- 2.1.52016-07-14 · diff ↗
- RR 3.3.0 released · 2016-05-03
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- 2.1.42015-07-03 · diff ↗
- 2.1.32015-06-10 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 2.1.22014-09-06 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 2.1.12014-02-19 · diff ↗
- 2.1.02013-12-16 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 2.0.92012-10-15 · diff ↗
- 2.0.8
- RR 2.15.0 released · 2012-03-30
- 2.0.72012-03-23 · diff ↗
- 2.0.6
- 2.0.52011-11-29 · diff ↗ ·
added 37 exports
activeSetLogCon, etaphi, evaluateLogConDens, icmaLogCon, intECDF, intF, isoMean, J00, J10, J11, J20, Lhat_eta, Local_LL, Local_LL_all, LocalCoarsen, LocalConvexity, LocalExtend, LocalF, LocalMLE, LocalNormalize, LocalVariance, logConDens, logConROC, logconTwoSample, maxDiffCDF, MLE, phieta, plot.dlc, preProcess, Q00 and 7 more - RR 2.14.0 released · 2011-10-31
- 2.0.42011-04-24 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 2.0.32011-03-05 · diff ↗
- 2.0.22011-02-24 · diff ↗
- 2.0.12010-11-19 · diff ↗
- RR 2.12.0 released · 2010-10-15
- 2.0.02010-08-27 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.3.52009-12-07 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 1.3.42009-06-05 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 1.3.32009-03-04 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.3.22008-07-16 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 1.3.12007-10-04 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 1.3.02007-08-25 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 1.22006-10-28 · diff ↗
- 1.12006-10-13 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 1.02006-09-29
- RR 2.3.0 released · 2006-04-24
Package metadata
- First published
- 2006-09-29
- Total releases
- 29 / 20 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 23 KB / 3 files
- Download size
- 577 KB
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