rqPen (version 2.2.2)

scad_deriv: SCAD Derivative

Description

Derivative of SCAD penalty function as described in Fan and Li (2001).

Usage

scad_deriv(x,lambda,a)

Arguments

x

Number to be evaluated

lambda

Tuning parameter lambda

a

Tuning parameter a. Default value of 3.7 as suggested in Fan and Li (2001)

Value

Derivative SCAD penalty function with tuning parameters lambda and "a" evaluated at "x".

References

[1] Fan, J. and Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties, J. Am. Statist. Ass, 96, 1348--1360.

Examples

# NOT RUN {
scad_deriv(3,1)
scad_deriv(-3,1)
scad_deriv(.001,2)
# }