Dpens: Differentiable penalties
In GJRM: Generalised Joint Regression Modelling
Dpens R Documentation
Differentiable penalties
Description
work in progress, temp function
Usage
Dpens(params, type = "lasso", lambda = 1, w.alasso = NULL,
gamma = 1, a = 3.7, eps = 1e-08)
Arguments
params
coefficients.
type
lasso, alasso or scad.
lambda
smoothing parameter.
w.alasso
for alasso.
gamma
default 1.
a
for scad.
eps
tolerance.
Details
work in progress.
Value
The function returns a penalty.
GJRM documentation built on Oct. 25, 2024, 5:07 p.m.
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| Dpens | R Documentation |
Differentiable penalties
Description
work in progress, temp function
Usage
Dpens(params, type = "lasso", lambda = 1, w.alasso = NULL,
gamma = 1, a = 3.7, eps = 1e-08)
Arguments
params |
coefficients. |
type |
lasso, alasso or scad. |
lambda |
smoothing parameter. |
w.alasso |
for alasso. |
gamma |
default 1. |
a |
for scad. |
eps |
tolerance. |
Details
work in progress.
Value
The function returns a penalty.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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