Skip to main content
. Author manuscript; available in PMC: 2011 Nov 10.
Published in final edited form as: Ann Appl Stat. 2011 Jan 1;5(1):232–253. doi: 10.1214/10-AOAS388

Fig. 1.

Fig. 1

Shapes of the lasso, SCAD and MCP penalty functions. The panel on the left plots the penalties themselves, whereas the panel on the right plots the derivative of the penalty. Note that none of the penalties are differentiable at βj = 0.