plmatrix function

plmatrix.

This function establishes the single vectors that set up the penalty matrix in function penaltymatrix.

plmatrix(psv, beta, constant)

Arguments

• psv: index vector that determines the l-th penalty component when multiplied 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 value of the l-th penalty component, which is a locally (in the neighborhood of 0) quadratical approximation of the absolute value of a regression coefficient, or the difference between two coefficients, respectively.

Returns

The object result takes the value of the l-th penalty component.

Author(s)

Holger Reulen

Examples

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