laplace_gtwid

Returns a <code>spedecon_gtwid</code> object representing the Fourier transform of a mean-zero Laplace density with scale <code>b</code>

Implements the Smoothness-Penalized Deconvolution method for estimating a probability density under measurement error of Kent and Ruppert (2023) <doi:10.1080/01621459.2023.2259028>. 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.

David Kent

spedecon

Smoothness-Penalized Deconvolution for Density Estimation Under
Measurement Error

laplace_gtwid function

<dl><dt>b</dt>
<dd>Scale parameter</dd></dl>

Arguments

Fourier transform of Laplace density — laplace_gtwid

<dl>

<dt>b</dt>
<dd>Scale parameter</dd>

</dl>

laplace_gtwid: Fourier transform of Laplace density

Description

Usage

Value

Arguments

Examples