penalty | R Documentation |
This function gives the penalty functions
penalty(x, n, p, q, beta, lam1, pmethod, p1, lam2)
x |
matrix of covariates. |
n |
the sample size. |
p |
the number of predictors. |
q |
the number of environment factors. |
beta |
the coefficient vector. |
lam1 |
the tuning parameter lambda1 for individual penalty. |
pmethod |
the penalization method. "mixed" refers to MCP penalty to individual main effects and group MCP penalty to interactions; "individual" means MCP penalty to all effects. |
p1 |
the number of gene factors. |
lam2 |
the tuning parameter lambda2 for group penalty. |
E |
the penalty function. |
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