Constrained KDE update for all components (eq. 2.5 unequal / eq. 2.8 equal).

Constrained KDE update for all components (eq. 2.5 unequal / eq. 2.8 equal).

Usage

constrained_kde(
  e,
  p,
  tau,
  variant = c("unequal", "equal"),
  control = mixqr_control()
)

Arguments

e

Residual matrix n x m.

p

Responsibility matrix n x m.

tau

Quantile level.

variant

"unequal" (per-component g_j) or "equal" (pooled g).

control

A mixqr_control() list (bandwidth override, grid size).

Value

A length-m list of density objects, each with an eval closure, f0, grid, and a constraint_ok flag.

Details

Exported as part of the mixqr extension API (see weighted_rq()).