Given independent and identically distributed observations X(1), ...,
X(n), this package allows to compute a concave, piecewise linear function
phi on [X(1), X(n)] with knots only in {X(1), X(2), ..., X(n)} such that
L(phi) = sum_{i=1}^n W(i)*phi(X(i)) - int_{X(1)}^{X(n)} exp(phi(x)) dx is
maximal, for some weights W(1), ..., W(n) s.t. sum_{i=1}^n W(i) = 1.
According to the results in Duembgen and Rufibach (2009), this function
phi maximizes the ordinary log-likelihood sum_{i=1}^n W(i)*phi(X(i)) under
the constraint that phi is concave. The corresponding function exp(phi) is
a log-concave
probability