R/mlnormal_eval_penalty.R

In LAM: Some Latent Variable Models

## File Name: mlnormal_eval_penalty.R
## File Version: 0.08


mlnormal_eval_penalty <- function( beta, theta, penalty_pars )
{
    penalty_beta <- penalty_pars$lambda_beta * penalty_pars$weights_beta * abs(beta)
    penalty_theta <- penalty_pars$lambda_theta * penalty_pars$weights_theta * abs(theta)
    res <- list( penalty_beta=sum(penalty_beta),
                        penalty_theta=sum(penalty_theta))
    return(res)
}