DiceKriging: SCAD.derivative – R documentation

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SCAD.derivative

Penalty function derivative

Description

Derivative of SCAD function.

Usage

SCAD.derivative(x, lambda)

Arguments

`x`	a vector where the function is to be evaluated.
`lambda`	a number representing a tuning parameter.

Value

A vector containing the SCAD derivative values at x.

Author(s)

O. Roustant, D. Ginsbourger, Ecole des Mines de St-Etienne.

References

R. Li and A. Sudjianto (2005), Analysis of Computer Experiments Using Penalized Likelihood in Gaussian Kriging Models, Technometrics, 47 no. 2, 111-120.