Auxiliary Numerical Routines for the Function activeSetLogCon
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)
x |
Vector of independent and identically distributed numbers, with strictly increasing entries. |
w |
Optional vector of nonnegative weights corresponding to x. |
IsKnot |
Vector with entries IsKnot_i = 1\{φ has a kink at x_i\}. |
phi |
Vector with entries φ(x_i). |
x2 |
Vector of same type as x. |
phi2 |
Vector of same type as φ. |
phi_o |
Optional starting vector. |
prec |
Threshold for the directional derivative during Newton-Raphson procedure. |
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
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.
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