elastic net optimization with ista

Object for elastic net optimization with ista 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

optimize

optimize the model. Expects a vector with starting values, an R function to compute the fit, an R function to compute the gradients, a list with elements the fit and gradient function require, a lambda and an alpha value.