dhuber

Huber (1964) least favorable density for the Gaussian contamination model

utility

Kiefer-Wolfowitz maximum likelihood estimation for mixture models
and some other density estimation and regression methods based on convex
optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical
Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26,
<DOI:10.18637/jss.v082.i08>.

Roger Koenker

REBayes

Empirical Bayes Estimation and Inference

Jiaying Gu

Ivan Mizera

dhuber function

<dl><dt>x</dt>
<dd>points to evaluate the density</dd>
<dt>mu</dt>
<dd>center of symmetry of the density</dd>
<dt>sigma</dt>
<dd>standard deviation of the nominal Gaussian model</dd>
<dt>k</dt>
<dd>Huber k value</dd>
<dt>heps</dt>
<dd>Huber epsilson value</dd></dl>

Arguments

Author

Huber density function — dhuber

<dl>

<dt>x</dt>
<dd>points to evaluate the density</dd>


<dt>mu</dt>
<dd>center of symmetry of the density</dd>


<dt>sigma</dt>
<dd>standard deviation of the nominal Gaussian model</dd>


<dt>k</dt>
<dd>Huber k value</dd>


<dt>heps</dt>
<dd>Huber epsilson value</dd>

</dl>

dhuber: Huber density function

Description

Usage

Value

Arguments

Author