R/cdm_penalty_values_mcp.R

Defines functions cdm_penalty_values_mcp

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

cdm_penalty_values_mcp <- function( x, lambda, a=3.7 )
{
    y <- lambda * abs(x) - x^2 / ( 2 * a )
    y <- ifelse(  abs(x) > a*lambda,  a * lambda^2 / 2, y )
    return(y)
}

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CDM documentation built on Aug. 25, 2022, 5:08 p.m.