Leaves values at or above a threshold unchanged and replaces smaller values
with a strictly positive continuation while returning a quadratic penalty.
See https://github.com/kaskr/adcomp/issues/7 for discussion.
Arguments
- x
A numeric or RTMB automatic-differentiation vector to constrain.
- eps
A numeric value specifying the minimum allowable value (default
0.001).
Value
A list with components:
- new
Values at or above eps unchanged, with smaller values
replaced by a strictly positive continuation.
- penalty
Numeric value or vector of penalties applied when x <
eps.
