Journal article

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

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.

Publication status:: Published

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APA Style

Cule, M., Gramacy, R., & Samworth, R. (2009). LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density. JOURNAL OF STATISTICAL SOFTWARE, 29(2), 1–20.

MLA Style

Cule, M, et al. “LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density.” JOURNAL OF STATISTICAL SOFTWARE, vol. 29, no. 2, 2009, pp. 1–20.

Chicago Style

Cule, M, R Gramacy, and R Samworth. 2009. “LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density.” JOURNAL OF STATISTICAL SOFTWARE 29 (2): 1–20.
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Authors

+ Cule, M More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Statistics
Role:: Author

+ Gramacy, R More by this author

Role:: Author

+ Samworth, R More by this author

Role:: Author

Journal:: JOURNAL OF STATISTICAL SOFTWARE More from this journal
Volume:: 29
Issue:: 2
Pages:: 1-20
Publication date:: 2009-01-01
EISSN:: 1548-7660
ISSN:: 1548-7660

Language:: English
Keywords:: nonparametric statistics

log-concave density

multivariate density estimation

visualization
Pubs id:: pubs:97834
UUID:: uuid:0c071444-0460-4632-8e3b-4f40e4606cbf
Local pid:: pubs:97834
Source identifiers:: 97834
Deposit date:: 2012-12-19
ARK identifier:: ark:/29072/ora_0c071444046046328e3b4f40e4606cbf

Terms of use

Copyright date:: 2009

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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