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elastic net optimization with glmnet optimizer

Source: R/RcppExports.R
glmnetEnetGeneralPurposeCpp.Rd

Object for elastic net optimization with glmnet 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 SEXP function pointer to compute the fit, a SEXP function pointer to compute the gradients, a list with elements the fit and gradient function require, a lambda and an alpha value.