istaScadSEM {lessSEM}

scad optimization with ista

Description

Object for scad 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 and (2) a list with control elements

optimize

optimize the model. Expects a vector with starting values, a SEM of type SEM_Cpp, a theta and a lambda value.