istaMixedPenaltymgSEM {lessSEM} | R Documentation |
mixed penalty optimization with ista
Description
Object for elastic net optimization with ista optimizer
Value
a list with fit results
Fields
new
creates a new object. Requires (1) a vector with weights for each parameter, (2) a vector indicating which penalty is used, and (3) a list with control elements
optimize
optimize the model. Expects a vector with starting values, a SEM of type SEM_Cpp, a theta value, a lambda and an alpha value (alpha must be 1).
[Package lessSEM version 1.5.5 Index]