SCAD {plmmr} | R Documentation |
helper function to implement SCAD penalty
Description
helper function to implement SCAD penalty
Usage
SCAD(z, l1, l2, gamma, v)
Arguments
z |
solution over active set at each feature |
l1 |
upper bound |
l2 |
lower bound |
gamma |
The tuning parameter of the SCAD penalty |
v |
the 'xtx' term |
Value
numeric vector of the SCAD-penalized coefficient estimates within the given bounds
[Package plmmr version 4.1.0 Index]