Dpens: Differentiable penalties
Description
work in progress, temp function
Usage
Dpens(params, type = "lasso", lambda = 1, w.alasso = NULL,
gamma = 1, a = 3.7, eps = 1e-08)Value
The function returns a penalty.
Arguments
- params
coefficients.
- type
lasso, alasso or scad.
- lambda
smoothing parameter.
- w.alasso
for alasso.
- gamma
default 1.
- a
for scad.
- eps
tolerance.