penaltymatrix: Penalty matrix for L1 penalized estimation of multistate...
In penMSM: Estimating Regularized Multi-state Models Using L1 Penalties

This builds up a penalty matrix needed for the penalized estimation of multistate models.

1	penaltymatrix(lambda, PSM, beta, w, constant)

`lambda`	vector with penalty parameters for the respective penalty components.
`PSM`	penalty structure matrix containing the penalty structure vectors `psv` as rows.
`beta`	vector of regression coefficients.
`w`	vector containing weights for the respective penalty components.
`constant`	constat that is needed for the locally (in the neighborhood of 0) quadratical approximation of the absolute value function.