mixed optimization with glmnet optimizer — glmnetMixedPenaltyGeneralPurposeCpp • lessSEM

Object for mixed optimization with glmnet optimizer

Value

a list with fit results

Fields

new: creates a new object. Requires 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 theta and a lambda value.