pp_scad_lin

This function calculates the derivative of the SCAD penalty, often used in
the local linear approximation algorithm.

internal

To provide a comprehensive analysis of high dimensional longitudinal
data,this package provides analysis for any combination of 1) simultaneous
variable selection and estimation, 2) mean regression or quantile regression
for heterogeneous data, 3) cross-sectional or longitudinal data, 4) balanced
or imbalanced data, 5) moderate, high or even ultra-high dimensional data,
via computationally efficient implementations of penalized generalized
estimating equations.

Tianhai Zu

geeVerse

A Comprehensive Analysis of High Dimensional Longitudinal Data

Brittany Green

Yan Yu

pp_scad_lin function

<dl><dt>beta</dt>
<dd>A vector of coefficients.</dd>
<dt>lambda</dt>
<dd>The main penalty tuning parameter.</dd>
<dt>a</dt>
<dd>The second tuning parameter of the SCAD penalty (often 3.7).</dd></dl>

Arguments

SCAD Penalty Derivative (Linearized Approximation) — pp_scad_lin

<dl>

<dt>beta</dt>
<dd>A vector of coefficients.</dd>


<dt>lambda</dt>
<dd>The main penalty tuning parameter.</dd>


<dt>a</dt>
<dd>The second tuning parameter of the SCAD penalty (often 3.7).</dd>

</dl>

pp_scad_lin: SCAD Penalty Derivative (Linearized Approximation)

Description

Usage

Value

Arguments