Functions that are used by activeSetLogCon.
LocalCoarsen(x, w, IsKnot)
LocalConvexity(x, phi)
LocalExtend(x, IsKnot, x2, phi2)
LocalF(x, phi)
LocalNormalize(x, phi)
LocalMLE(x, w, IsKnot, phi_o, prec)
LocalVariance(x, w = NULL, phi)
Vector of independent and identically distributed numbers, with strictly increasing entries.
Optional vector of nonnegative weights corresponding to \({\bold{x}}\).
Vector with entries IsKnot\(_i = 1\{\phi\) has a kink at \(x_i\}.\)
Vector with entries \(\phi(x_i).\)
Vector of same type as \({\bold{x}}\).
Vector of same type as \({\bold{\phi}}\).
Optional starting vector.
Threshold for the directional derivative during Newton-Raphson procedure.
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Lutz Duembgen, duembgen@stat.unibe.ch,
https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
All the above functions are used by activeSetLogCon
to estimate a log-concave
probability density.
Log concave density estimation via an iterative convex minorant algorithm can be performed using
icmaLogCon
.