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lessSEM (version 1.5.5)

istaCappedL1SEM: cappedL1 optimization with ista

Description

Object for elastic net optimization with ista optimizer

Arguments

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, a SEM of type SEM_Cpp, a theta value, a lambda and an alpha value (alpha must be 1).