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cnmlcd (version 1.2-0)

Maximum Likelihood Estimation of a Log-Concave Density Function

Description

Contains functions for computing the nonparametric maximum likelihood estimate of a log-concave density function from univariate observations. This log-density estimate is always a piecewise linear function.

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Version

Install

install.packages('cnmlcd')

Monthly Downloads

17

Version

1.2-0

License

GPL (>= 2)

Maintainer

Yong Wang

Last Published

February 16th, 2018

Functions in cnmlcd (1.2-0)

new.lcd

Create an Object of Class "lcd"
logvolatility

Daily Log-volatilities of S&P 500.
logreturn2014

Daily Log-returns of S&P 500 in 2014.
log-concave

The Log-concave Distribution.
logreturn

Daily Log-returns of S&P 500.
plot.lcd

Plot Log-concave Density
cnmlcd

Maximum Likelihood Estimation of a Log-concave Density Function
plotgradient

Plot Gradient Curve
x.weight

Compute Weights of Distinct Observed Values
lcd.object

Class lcd