This function establishes the single vectors that set up
the penalty matrix in function penaltymatrix.
Usage
plmatrix(psv, beta, constant)
Arguments
psv
index vector that determines the l-th penalty component
when multiplied with beta.
beta
vector of regression coefficients.
constant
constant that is needed for the locally (in the
neighborhood of 0) quadratical approximation of the absolute value
function.
Value
result takes the value of the l-th penalty
component.
Details
This function calculates the value of the l-th penalty
component, which is a locally (in the neighborhood of 0) quadratical
approximation of the absolute value of a regression coefficient, or
the difference between two coefficients, respectively.