show,penfaPenalty-method

<p>An object of class <code>penfaPenalty</code>, found in the
<code>Penalize</code> slot from an object of <code>penfa</code> class.</p>

object

<p>An S4 method showing information on the penalization process, including the
employed penalty functions and the model matrices they affect. Additionally,
it reports the optimal values of the tuning parameters and the tuning
parameter selection strategy. If the automatic procedure was used, the output
would also show the value of the influence factor, and the number of two-steps
iterations.</p>

Fits single- and multiple-group penalized factor analysis models
via a trust-region algorithm with integrated automatic multiple tuning
parameter selection (Geminiani et al., 2021 <doi:10.1007/s11336-021-09751-8>).
Available penalties include lasso, adaptive lasso, scad, mcp, and ridge.

Elena Geminiani

penfa

show,penfaPenalty-method: Display details on the penalization

Description

Usage

Arguments

Value

See Also