Positive Constraint Penalty Function

Ensures a value remains above a small threshold using a smooth approximation and penalty. See https://github.com/kaskr/adcomp/issues/7 for discussion.

Usage

posfun(x, eps = 0.001)

Arguments

x

Numeric value to constrain.

eps

Minimum allowable value (default 0.001).

Value

A list with:

new

Transformed value.

penalty

Penalty applied if x < eps.