dapproxpenalty: First derivative of the locally quadratic approximated...

In penMSM: Estimating Regularized Multi-state Models Using L1 Penalties

Description

This function calculates the first derivative of the locally quadratic approximated penalty.

Usage

dapproxpenalty(psv, beta, constant)

Arguments

psv	penalty structure vector that determines the l-th penalty component when multyplied with beta.
beta	vector of regression coefficients.
constant	constant that is needed for the locally (in the neighborhood of 0) quadratical approximation of the absolute value function.

Details

This function calculates the first derivative of the locally quadratic approximated penalty.

Value

The value of the derivative.

Author(s)

Holger Reulen

Examples

## Not run: almatrix(psv, beta, constant)

penMSM documentation built on May 2, 2019, 11:06 a.m.