plmatrix {penMSM}

plmatrix.

Description

This function establishes the single vectors that set up the penalty matrix in function penaltymatrix.

Usage

plmatrix(psv, beta, constant)

Arguments

psv

index vector that determines the l-th penalty component when multiplied with beta.

beta

vector of regression coefficients.

constant

constant that is needed for the locally (in the neighborhood of 0) quadratical approximation of the absolute value function.

Details

This function calculates the value of the l-th penalty component, which is a locally (in the neighborhood of 0) quadratical approximation of the absolute value of a regression coefficient, or the difference between two coefficients, respectively.

Value

The object result takes the value of the l-th penalty component.

Author(s)

Holger Reulen

Examples

## Not run: plmatrix(psv, beta, constant)