dapproxpenalty {penMSM} | R Documentation |
This function calculates the first derivative of the locally quadratic approximated penalty.
dapproxpenalty(psv, beta, constant)
psv |
penalty structure vector that determines the l-th penalty component when multyplied with |
beta |
vector of regression coefficients. |
constant |
constant that is needed for the locally (in the neighborhood of 0) quadratical approximation of the absolute value function. |
This function calculates the first derivative of the locally quadratic approximated penalty.
The value of the derivative.
Holger Reulen
## Not run: almatrix(psv, beta, constant)