DiceKriging (version 1.6.0)

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.

References

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

See Also

SCAD, km