Smoothness-Penalized Deconvolution for Density Estimation Under
Measurement Error
Description
Implements the Smoothness-Penalized Deconvolution method for estimating a probability density under measurement error of Kent and Ruppert (2023) . The estimator is formed by computing a histogram of the error-contaminated data, and then finding an estimate that minimizes a reconstruction error plus a smoothness-inducing penalty term. The primary function, sped(), takes the data and error distribution, and returns the estimator as a function.