R/cdm_penalty_threshold_mcp.R

Defines functions cdm_penalty_threshold_mcp

Documented in cdm_penalty_threshold_mcp

## File Name: cdm_penalty_threshold_mcp.R
## File Version: 0.04

cdm_penalty_threshold_mcp <- function(beta, lambda, a=3.7)
{
    y <- cdm_penalty_threshold_lasso(val=beta, eta=lambda ) / ( 1 -  1/ a )
    y <- ifelse( abs(beta) > a*lambda, beta, y )
    return(y)
}
alexanderrobitzsch/CDM documentation built on July 3, 2024, 7:42 p.m.