.fitElasticNetMix: .fitElasticNetMix
Description
Optimizes an object with mixed penalty. See ?mixedPenalty for more details.
Usage
.fitElasticNetMix(mixedPenalty)
Value
object of class regularizedSEMMixedPenalty
Arguments
- mixedPenalty
object of class mixedPenalty. This object can be created
with the mixedPenalty function. Penalties can be added with the addCappedL1, addElastiNet,
addLasso, addLsp, addMcp, and addScad functions.