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

Description Usage Arguments Details Value Author(s) Examples

This function establishes the single vectors that set up the penalty matrix in function penaltymatrix.

1	plmatrix(psv, beta, constant)

`psv`	index vector that determines the l-th penalty component when multiplied 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.

This function calculates the value of the l-th penalty component, which is a locally (in the neighborhood of 0) quadratical approximation of the absolute value of a regression coefficient, or the difference between two coefficients, respectively.

The object result takes the value of the l-th penalty component.

Holger Reulen