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]