SCAD.derivative: Penalty function derivative

Description Usage Arguments Value Author(s) References See Also

View source: R/SCAD.derivative.R

Description

Derivative of SCAD function.

Usage

1
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

SCAD, km


DiceKriging documentation built on Feb. 24, 2021, 1:07 a.m.