Derivative of SCAD function.

`SCAD.derivative(x, lambda)`

x

a vector where the function is to be evaluated.

lambda

a number representing a tuning parameter.

A vector containing the SCAD derivative values at `x`

.

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