spedecon
CRANspedeconMaRDI QIDQ5978081FDOQ5978081
Smoothness-Penalized Deconvolution for Density Estimation Under Measurement Error
Last update: 12 January 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.1
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.
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