.smoothMcpValue | R Documentation |
smoothed version of mcp penalty
.smoothMcpValue(parameters, tuningParameters, penaltyFunctionArguments)
parameters |
vector with labeled parameter values |
tuningParameters |
list with field lambda (tuning parameter value) |
penaltyFunctionArguments |
list with field regularizedParameterLabels (labels of regularized parameters), and eps (controls the smooth approximation of non-differential penalty functions (e.g., lasso, adaptive lasso, or elastic net). Smaller values result in closer approximation, but may also cause larger issues in optimization.) |
penalty function value
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