dapproxpenalty function

First derivative of the locally quadratic approximated penalty.

This function calculates the first derivative of the locally quadratic approximated penalty.

dapproxpenalty(psv, beta, constant)

Arguments

• psv: penalty structure vector that determines the l-th penalty component when multyplied with beta.
• beta: vector of regression coefficients.
• constant: constant that is needed for the locally (in the neighborhood of 0) quadratical approximation of the absolute value function.

Details

This function calculates the first derivative of the locally quadratic approximated penalty.

Returns

The value of the derivative.

Author(s)

Holger Reulen

Examples

## Not run: almatrix(psv, beta, constant)