Description Usage Arguments Details Value Author(s) Examples
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 |
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. |
This function calculates the penalty matrix needed for the penalized estimation of multistate models.
A penalty matrix plambda
.
Holger Reulen
1 | ## Not run: penaltymatrix(lambda, PSM, beta, w, constant)
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