R/cdm_penalty_threshold_scad.R

In CDM: Cognitive Diagnosis Modeling

## File Name: cdm_penalty_threshold_scad.R
## File Version: 0.05

cdm_penalty_threshold_scad <- function(beta, lambda, a=3.7)
{
    sign_beta <- sign(beta)
    #-- 2*lambda < abs(beta) < a*lambda
    y <- ( ( a - 1 ) * beta - sign_beta * a * lambda ) / ( a - 2 )
    #-- abs(beta) > a*lambda
    y <- ifelse( abs(beta) > a*lambda, beta, y )
    #-- abs(beta) < 2*lambda
    z <- ( abs(beta) - lambda )
    z <- ifelse( z < 0, 0, z )
    y <- ifelse( abs(beta) < 2*lambda, z*sign_beta, y )
    return(y)
}