Description Usage Arguments Value Note References Examples
Compute the derivative for a nonconvex penalty.
1 2 3 4 5 6 | penalty_derivative(
theta = seq(-5, 5, length.out = 1e+05),
penalty = "atan",
lambda = 1,
gamma = c(0.01, 0.05)
)
|
theta |
Numeric vector. Values for which the derivative is computed. |
penalty |
Character string. Which penalty should be
used (defaults to |
lambda |
Numeric. Regularization parameter (defaults to |
gamma |
Numeric vector. Hyperparameter(s) for the penalty function |
A list of class penalty_derivative
, including the following:
deriv
: Data frame including the derivative, theta, gamma,
and the chosen penalty.
lambda
: Regularization parameter.
Some care is required for specifying gamma
. For example,
the default value for scad
is 3.7 and it must be some
value greater than 2 \insertCitefan2001variableGGMncv. The
default values in GGMncv are set to recommended values in the
respective papers.
1 2 3 4 5 |
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