GGMncv (version 2.1.2)

penalty_function: Penalty Function

Description

Compute the penalty function for nonconvex penalties.

Usage

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

Value

A list of class penalty_function, including the following:

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

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

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

head(func$pen)