MCP {plmmr} | R Documentation |
helper function to implement MCP penalty The helper functions to implement each penalty.
Description
helper function to implement MCP penalty The helper functions to implement each penalty.
Usage
MCP(z, l1, l2, gamma, v)
Arguments
z |
a vector representing the solution over active set at each feature |
l1 |
upper bound (on beta) |
l2 |
lower bound (on beta) |
gamma |
The tuning parameter of the MCP penalty |
v |
the 'xtx' term |
Value
numeric vector of the MCP-penalized coefficient estimates within the given bounds
[Package plmmr version 4.2.1 Index]