rcpp_fit_fun {regsem}

Calculates the objective function values.

Description

Calculates the objective function values.

Usage

rcpp_fit_fun(
  ImpCov,
  SampCov,
  type2,
  lambda,
  gamma,
  pen_vec,
  pen_diff,
  e_alpha,
  rlasso_pen,
  pen_vec1,
  pen_vec2,
  dual_pen1,
  dual_pen2
)

Arguments

ImpCov

expected covariance matrix.

SampCov

Sample covariance matrix.

type2

penalty type.

lambda

penalty value.

gamma

additional penalty for mcp and scad

pen_vec

vector of penalized parameters.

pen_diff

Vector of values to take deviation from.

e_alpha

Alpha for elastic net

rlasso_pen

Alpha for rlasso2

pen_vec1

vector of penalized parameters for lasso penalty.

pen_vec2

vector of penalized parameters for ridge penalty.

dual_pen1

vector of penalized parameters for lasso penalty.

dual_pen2

vector of penalized parameters for ridge penalty.