- model
A character
with length one to represent the model specification.
- data
A data.frame
of raw data.
It must contains variables specified in model
(and possibly the variables specified by group_variable
and weight_variable
).
- penalty_method
A character
to specify the penalty method.
The current version supports "none"
, "lasso"
, "ridge"
, "elastic"
, and "mcp"
.
- lambda_grid
A non-negative numeric
to specify penalty levels for both "lasso"
and "mcp"
.
If it is set as "default"
, its value will be generated automatically based on the variable scales.
- delta_grid
A non-negative numeric
to specify the convexity level for "mcp"
.
If it is set as "default"
, its value will be generated automatically based on the variable scales.
- numeric_variable
A character
to specify which response variables should be transfromed into numeric
.
- ordered_variable
A character
to specify which response variables should be transfromed into ordered
.
- weight_variable
A character
with length one to specify what variable is used for sampling weight.
- auxiliary_variable
A character
to specify what variable(s) is used as auxiliary variable(s) for estimating saturated moments when missing data presents and two-step method is implemented.
Auxiliary variable(s) must be numeric. If any categorical auxiliary is considered, please transform it into dummy variables before initialization.
- group_variable
A character
with length one to specify what variable is used for labeling group.
- reference_group
A character
with length one to specify which group is set as reference.
- sample_cov
A numeric matrix
(single group case) or a list
of numeric matrix
(multi-group case) to represent sample covariance matrixs. It must have row and column names that match the variable names specified in model
.
- sample_mean
A numeric
(single group case) or a list
of numeric
(multi-group case) to represent sample mean vectors.
- sample_size
A numeric
(single group case) with length one or a list
of numeric
(multi-group case) to represent the sample sizes.
- sample_moment_acov
A numeric matrix
(single group case) or a list
of numeric matrix
(multi-group case) to represent asymptotic covariance for moments.
- verbose
A logical
to specify whether messages made by lslx
should be printed.
- ...
Other arguments. For details, please see the documentation of lslx
.