## File Name: mgsem_scad_penalty.R
## File Version: 0.02
mgsem_scad_penalty <- function(x, lambda, a=3.7)
{
a <- max(a,1)
x <- abs(x)
res <- ifelse( x < lambda, lambda * x, 0)
res <- res + ifelse( ( x >=lambda ) & ( x < a*lambda),
- ( x^2 - 2*a*lambda*x+lambda^2) / ( 2*(a-1)),0 )
res <- res + ifelse( x>=a*lambda, (a+1)*lambda^2 / 2, 0 )
return(res)
}
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