function(penalty, yy, B, quantile, DD, nb, constmat)
aa <- asyregpen.lsfit(yy, B, quantile, abs(penalty), DD, nb, constmat)
score = log(sum(aa$weight * (yy - B %*% aa$a)^2/length(yy))) * length(yy) + log(length(yy)) * (sum(aa$diag.hat.ma))
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