plmatrix {penMSM} | R Documentation |
This function establishes the single vectors that set up
the penalty matrix in function penaltymatrix
.
plmatrix(psv, beta, constant)
psv |
index vector that determines the l-th penalty component
when multiplied 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 value of the l-th penalty component, which is a locally (in the neighborhood of 0) quadratical approximation of the absolute value of a regression coefficient, or the difference between two coefficients, respectively.
The object result
takes the value of the l-th penalty
component.
Holger Reulen
## Not run: plmatrix(psv, beta, constant)