Description Usage Arguments Value Note References Examples
Compute the penalty function for nonconvex penalties.
1 2 3 4 5 6 | penalty_function(
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_function
, including the following:
deriv
: Data frame including the penalty function,
theta, gamma, and the chosen penalty.
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 | func <- penalty_function(theta = seq(-5,5,length.out = 10000),
lambda = 1,
gamma = c(0.01, 0.05, 0.1))
head(func$pen)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.