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plmmr (version 4.2.3)

SCAD: helper function to implement SCAD penalty

Description

helper function to implement SCAD penalty

Usage

SCAD(z, l1, l2, gamma, v)

Value

numeric vector of the SCAD-penalized coefficient estimates within the given bounds

Arguments

z

solution over active set at each feature

l1

upper bound

l2

lower bound

gamma

The tuning parameter of the SCAD penalty

v

the 'xtx' term