Question: Please answer and show code output for each part of the question 1. Write Your Own Function - SCAD penalty function (40 points) SCAD penalty

Please answer and show code output for each part of the question

Please answer and show code output for each part of the question

1. Write Your Own Function - SCAD penalty function (40 points) SCAD penalty function is defined as: if |x| $ 1 if 1 3 This function is linear on the interval [-1,1], quadratic on the interval [-3,-1] and [1,3] and constant outside of [-3,3). It transitions from linear to quadratic and then to constant "smoothly", and looks like this: 1.5 scad(x) 0.5 0.0 -2 2 X It is often used in the varible selection. Interested in more? Read the paper: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (Fan and Li, 2001). . la. Write a function scad () that takes as an input a number r, and returns the SCAD value w(z), as defined above. Hint: the body of a function is just a block of R code, e.g., in this code you can use if () and else () statements. Check that scad(1) returns 1, and scad(4) returns 2. . 1b. The scad function can be modified so that the transition from quadratic to constant happens at an arbitrary cutoff value a, as in: if la| $ 1 if 1 a Here a is required to be larger than 2. Starting with your solution code to the last question, update your scad() function so that it takes two arguments: a, a number at which to evaluate the loss, and a a number representing the cutoff value. If a $ 2, the return value should be NULL. It should now return va(x), as defined above. Check that scad (3, 3) returns 2, and scad (6, 4) returns 2.5. . le. Update your scad() function so that the default value of the cutoff a is 3. Check that acad (5) returns 2. . Id. Check that scad (a-5, x-6) returns 3. Check that scad (5, 6) returns 3.4. Explain why these are different

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