assign new value to parameter tau used by approximate optimization. Any regularized value below tau will be evaluated as zeroed which directly impacts the AIC, BIC, etc.
Examples
library(lessSEM)
# Identical to regsem, lessSEM builds on the lavaan
# package for model specification. The first step
# therefore is to implement the model in lavaan.
dataset <- simulateExampleData()
lavaanSyntax <- "
f =~ l1*y1 + l2*y2 + l3*y3 + l4*y4 + l5*y5 +
l6*y6 + l7*y7 + l8*y8 + l9*y9 + l10*y10 +
l11*y11 + l12*y12 + l13*y13 + l14*y14 + l15*y15
f ~~ 1*f
"
lavaanModel <- lavaan::sem(lavaanSyntax,
data = dataset,
meanstructure = TRUE,
std.lv = TRUE)
# Regularization:
lsem <- smoothLasso(
# pass the fitted lavaan model
lavaanModel = lavaanModel,
# names of the regularized parameters:
regularized = paste0("l", 6:15),
epsilon = 1e-10,
tau = 1e-4,
lambdas = seq(0,1,length.out = 50))
newTau(regularizedSEM = lsem, tau = .1)