Estimate a Log-Concave Probability Mass Function from Discrete i.i.d. Observations
Functions for estimation of a log-concave probability mass function vi...
Compute a mixture of a point mass at 0 and a log-concave probability m...
Estimate a Log-Concave Probability Mass Function from Discrete i.i.d. ...
Compute pointwise confidence bands for the log-concave MLE of a PMF
Compute log-concave probability mass function from i.i.d. data
Functions to compute a and simulate from a triangular probability mass...
Given independent and identically distributed observations X(1), ..., X(n), allows to compute the maximum likelihood estimator (MLE) of probability mass function (pmf) under the assumption that it is log-concave, see Weyermann (2007) and Balabdaoui, Jankowski, Rufibach, and Pavlides (2012). The main functions of the package are 'logConDiscrMLE' that allows computation of the log-concave MLE, 'logConDiscrCI' that computes pointwise confidence bands for the MLE, and 'kInflatedLogConDiscr' that computes a mixture of a log-concave PMF and a point mass at k.
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