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Dpens

Differentiable penalties

Description

work in progress, temp function

Usage

Dpens(params, type = "lasso", lambda = 1, w.alasso = NULL, 
      gamma = 1, a = 3.7, eps = 1e-08)

Arguments

params

coefficients.
type

lasso, alasso or scad.
lambda

smoothing parameter.
w.alasso

for alasso.
gamma

default 1.
a

for scad.
eps

tolerance.

Details

work in progress.

Value

The function returns a penalty.

GJRM

Generalised Joint Regression Modelling

v0.2-4
GPL (>= 2)
Authors
Giampiero Marra <giampiero.marra@ucl.ac.uk> and Rosalba Radice <rosalba.radice@city.ac.uk>
Initial release

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