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Derivative of the approximate to tilted absolute value function.
tilted.approx.prime(x, tau, eps)
numeric vector.
desired tau-quantile.
epsilon value used in the approximation.
tilted.approx, tilted.abs, huber
tilted.approx
tilted.abs
huber
# NOT RUN { x <- seq(-2, 2, length=200) plot(x, tilted.approx.prime(x, tau=0.75, eps=1)) # }
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