lessSEM (version 1.5.5)

.gpGetMaxLambda: .gpGetMaxLambda

Description

generates a the first lambda which sets all regularized parameters to zero

Usage

.gpGetMaxLambda(
  regularizedModel,
  par,
  fitFunction,
  gradientFunction,
  userSuppliedArguments,
  weights
)

Value

first lambda value which sets all regularized parameters to zero (plus some tolerance)

Arguments

regularizedModel

Model combining likelihood and lasso type penalty

par

labeled vector with starting values

fitFunction

R fit function

gradientFunction

R gradient functions

userSuppliedArguments

list with arguments for fitFunction and gradientFunction

weights

weights given to each parameter in the penalty function