Derivative of SCAD function.
SCAD.derivative(x, lambda)a vector where the function is to be evaluated.
a number representing a tuning parameter.
A vector containing the SCAD derivative values at x.
R. Li and A. Sudjianto (2005), Analysis of Computer Experiments Using Penalized Likelihood in Gaussian Kriging Models, Technometrics, 47 no. 2, 111-120.