GGMncv (version 2.1.2)

penalty_derivative: Penalty Derivative

Description

Compute the derivative for a nonconvex penalty.

Usage

penalty_derivative(
  theta = seq(-5, 5, length.out = 1e+05),
  penalty = "atan",
  lambda = 1,
  gamma = c(0.01, 0.05)
)

Value

A list of class penalty_derivative, including the following:

• deriv: Data frame including the derivative, theta, gamma, and the chosen penalty.

• lambda: Regularization parameter.

Arguments

theta

Numeric vector. Values for which the derivative is computed.

penalty

Character string. Which penalty should be used (defaults to "atan")? See ggmncv for the available penalties.

lambda

Numeric. Regularization parameter (defaults to 1).

gamma

Numeric vector. Hyperparameter(s) for the penalty function

References

Examples

deriv <- penalty_derivative(theta =  seq(-5,5,length.out = 10000),
                            lambda = 1,
                            gamma = c(0.01, 0.05, 0.1))

head(deriv$deriv)