SCAD.derivative {DiceKriging} | R Documentation |
Penalty function derivative
Description
Derivative of SCAD function.
Usage
SCAD.derivative(x, lambda)
Arguments
x |
a vector where the function is to be evaluated. |
lambda |
a number representing a tuning parameter. |
Value
A vector containing the SCAD derivative values at x
.
Author(s)
O. Roustant, D. Ginsbourger, Ecole des Mines de St-Etienne.
References
R. Li and A. Sudjianto (2005), Analysis of Computer Experiments Using Penalized Likelihood in Gaussian Kriging Models, Technometrics, 47 no. 2, 111-120.
See Also
[Package DiceKriging version 1.6.0 Index]