Penalty function proposed by Fan & Li (2001) 10.1198/016214501753382273.
SCAD(x, lambda = 1, a = 3.7)
numeric.
non-negative scalar, shrinkage parameter.
scalar larger than 2. Fan & Li (2001) suggest
penalty for values of x
.
Jianqing Fan & Runze Li (2001) Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties, Journal of the American Statistical Association, 96:456, 1348-1360, 10.1198/016214501753382273
# NOT RUN {
SCAD(-5:5)
curve(SCAD, from = -5, to = 5)
# }
Run the code above in your browser using DataLab