Maximum Likelihood Estimation of a Log-Concave Density Function


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Documentation for package ‘cnmlcd’ version 1.2-0

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cnmlcd Maximum Likelihood Estimation of a Log-concave Density Function
dlcd The Log-concave Distribution.
lcd Class 'lcd'
lcd.object Class 'lcd'
log-concave The Log-concave Distribution.
logreturn Daily Log-returns of S&P 500.
logreturn2014 Daily Log-returns of S&P 500 in 2014.
logvolatility Daily Log-volatilities of S&P 500.
new.lcd Create an Object of Class "lcd"
plcd The Log-concave Distribution.
plot.lcd Plot Log-concave Density
plotgradient Plot Gradient Curve
x.weight Compute Weights of Distinct Observed Values