these set of functions are based on the concept of pseudo degrees of freedom (Lindsay et al 2008) and are used to calculate the Sigmas that are used for the 'hmac' function
khat.inv(p,len=10)
sdofnorm(h,p)
khat(dof,p)Number of smoothing parameters.
Smoothing parameter
Number of column of data
Degrees of freedom
Lindsay, B.G., Markatou M., Ray, S., Yang, K., Chen, S.C. "Quadratic distances on probabilities: the foundations," The Annals of Statistics Vol. 36, No. 2, page 983--1006, 2008.
phmac for front end of using HMAC and also for parallel
implementation of modal clustering.