Dpens function

Differentiable penalties

work in progress, temp function

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.

Returns

The function returns a penalty.