Class for regularized model using general purpose optimization interface

Class for regularized model using general purpose optimization interface

Slots

penalty

penalty used (e.g., "lasso")

parameters

data.frame with all parameter estimates

fits

data.frame with all fit results

parameterLabels

character vector with names of all parameters

weights

vector with weights given to each of the parameters in the penalty

regularized

character vector with names of regularized parameters

internalOptimization

list of elements used internally

inputArguments

list with elements passed by the user to the general purpose optimizer