Control Panel for Robust Normal Mixtures Method
A number between 0 and 1. Robust Normal Mixtures protects against outliers by down-weighting them. Huber Coverage loosely reflects the proportion of the observations that are not considered outliers, and not down-weighted. Values closer to 1 result in a larger proportion of the data not being down-weighted. In other words, values closer to 1 protect only against the most extreme outliers. Values closer to 0 result in a larger proportion of the data being down-weighted, and might falsely consider less extreme data points to be outliers. For details, see Additional Details for Robust Normal Mixtures.

Help created on 9/19/2017