rqPen (version 2.3)

mcp_deriv: MCP Derivative

Description

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

Usage

mcp_deriv(x,lambda,a)

Value

Derivative of MCP function with tuning parameters lambda and "a" evaluated at "x".

Arguments

x

Number to be evaluated

lambda

Tuning parameter lambda

a

Tuning parameter a

Author

Ben Sherwood

References

[1] Zhang, C. Nearly unbiased variable selection under minimax concave penalty. (2010). Ann. Statist., 38, 894--942.

Examples

mcp(3,1)
mcp(-3,1)
mcp(.001,2)