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