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smoothly approximated elastic net

Source: R/RcppExports.R
bfgsEnet.Rd

Object for smoothly approximated elastic net optimization with bfgs 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

setHessian

changes the Hessian of the model. Expects a matrix

optimize

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