penMSM (version 0.99)

penaltymatrix: Penalty matrix for L1 penalized estimation of multistate models.

Description

This builds up a penalty matrix needed for the penalized estimation of multistate models.

Usage

penaltymatrix(lambda, PSM, beta, w, constant)

Arguments

lambda

vector with penalty parameters for the respective penalty components.

PSM

penalty structure matrix containing the penalty structure vectors psv as rows.

beta

vector of regression coefficients.

w

vector containing weights for the respective penalty components.

constant

constat that is needed for the locally (in the neighborhood of 0) quadratical approximation of the absolute value function.

Value

plambda.

Details

This function calculates the penalty matrix needed for the penalized estimation of multistate models.

Examples

## Not run: penaltymatrix(lambda, PSM, beta, w, constant)