Description Usage Arguments Details Value Author(s) See Also Examples
The function get.Amat
computes and returns
\mathbf{A}_λ = ∑_{j=1}^J \frac{p_{λ,j}'(|\mathbf{a}_j^\top \boldsymbol{β}|)}{√{(\mathbf{a}_j^\top \boldsymbol{β})^2 + c}}\mathbf{a}_j\mathbf{a}_j^\top,
where c > 0 is a small real number. However, this function is primarily intended for internal use. It acts as a link between penalty
objects and methods which require the approximated penalty matrix \mathbf{A}_λ.
1 2 |
initial.beta |
the current beta vector. |
penalty |
member of the |
intercept |
logical. If ‘TRUE’ an intercept is included in the model. |
c1 |
double: small positive real number used in the approximation of the linear combinations in the penalty. |
x |
optional argument containing the original regressor matrix. This will be used by some penalties, such as |
... |
further arguments. |
See penalty
or the accompanying ‘User’s Guide' for further details on \mathbf{A}_λ.
This function returns a (p \times p)-dimensional matrix or if an intercept is included a ((p+1) \times (p+1))-dimensional matrix.
Jan Ulbricht
1 2 3 |
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