n is the number of observations
v is the number of variables
xi is the ith observation
CK is the Kth cluster, subset of {1, 2,..., n}
NK is the number of observations in CK
x is the sample mean vector
xK is the mean vector for cluster CK
d(xixj) is
So, in the limit as k becomes arbitrarily large, tends toward the normal PDF. As , tends toward the exponential (Laplace) distribution.
The regularization parameter k is set so that P(Normal(x) < k) = Huber Coverage, where Normal(x) indicates a multivariate normal variate. Huber Coverage is a user field, which defaults to 0.90.