istaMixedPenaltymgSEM

Object for elastic net optimization with
ista optimizer

Provides regularized structural equation modeling
(regularized SEM) with non-smooth penalty functions (e.g., lasso) building
on 'lavaan'. The package is heavily inspired by the
['regsem'](<https://github.com/Rjacobucci/regsem>) and
['lslx'](<https://github.com/psyphh/lslx>) packages.

Jannik H. Orzek

lessSEM

Non-Smooth Regularization for Structural Equation Models

istaMixedPenaltymgSEM function

<dl>
<dt><code>new</code></dt>
<dd>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</dd></dl>
<dt><code>optimize</code></dt>
<dd>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).</dd>

Fields

mixed penalty optimization with ista — istaMixedPenaltymgSEM

<dl>
<dt><code>new</code></dt>
<dd>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</dd>


<dt><code>optimize</code></dt>
<dd>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).</dd>


</dl>

istaMixedPenaltymgSEM: mixed penalty optimization with ista

Description

Arguments

Value

Fields