dpenaltyfunction: First derivative of the penalty function.

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

Description

This function implements the first derivative of the penalty function.

Usage

dpenaltyfunction(psv, beta)

Arguments

psv	penalty structure vector.
beta	estimated regression effects.

Details

This function implements the first derivative of the penalty function with respect to the penalty. The term 'penalty function' is described in detail on p. 4 in Oelker, Tutz (2013): A General Family of Penalties for Combining Differing Types of Penalties in Generalized Structured Models.

Value

Value of the first derivative of the penalty function (note: this is always 1, since the penalty fucntion p(xi)=xi is just the identity).

Author(s)

Holger Reulen

Examples

## Not run: dpenaltyfunction(psv, beta)

Example output

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