Dpens {GJRM}

Differentiable penalties

Description

work in progress, temp function

Usage

Dpens(params, type = "lasso", lambda = 1, w.alasso = NULL, 
      gamma = 1, a = 3.7, eps = 1e-08)
          

Arguments

params

coefficients.

type

lasso, alasso or scad.

lambda

smoothing parameter.

w.alasso

for alasso.

gamma

default 1.

a

for scad.

eps

tolerance.

Details

work in progress.

Value

The function returns a penalty.