glmnetMcpSEM

Object for mcp optimization with
glmnet optimizer

Provides regularized structural equation modeling
(regularized SEM) with non-smooth penalty functions (e.g., lasso) building
on 'lavaan'. The package is heavily inspired by the
['regsem'](<https://github.com/Rjacobucci/regsem>) and
['lslx'](<https://github.com/psyphh/lslx>) packages.

Jannik H. Orzek

lessSEM

Non-Smooth Regularization for Structural Equation Models

glmnetMcpSEM function

<dl>
<dt><code>new</code></dt>
<dd>creates a new object. Requires a list with control elements</dd></dl>
<dt><code>setHessian</code></dt>
<dd>changes the Hessian of the model. Expects a matrix</dd>
<dt><code>optimize</code></dt>
<dd>optimize the model. Expects a vector with starting values,
a SEM of type SEM_Cpp, a theta and a lambda value.</dd>

Fields

mcp optimization with glmnet optimizer — glmnetMcpSEM

<dl>
<dt><code>new</code></dt>
<dd>creates a new object. Requires a list with control elements</dd>


<dt><code>setHessian</code></dt>
<dd>changes the Hessian of the model. Expects a matrix</dd>


<dt><code>optimize</code></dt>
<dd>optimize the model. Expects a vector with starting values,
a SEM of type SEM_Cpp, a theta and a lambda value.</dd>


</dl>

glmnetMcpSEM: mcp optimization with glmnet optimizer

Description

Arguments

Value

Fields