mxComputePenaltySearch: Regularize parameter estimates

In OpenMx: Extended Structural Equation Modelling

Regularize parameter estimates

Description

Add a penalty to push some subset of the parameter estimates toward zero.

Usage

mxComputePenaltySearch(
  plan,
  ...,
  freeSet = NA_character_,
  verbose = 0L,
  fitfunction = "fitfunction",
  approach = "EBIC",
  ebicGamma = 0.5
)

Arguments

plan	compute plan to optimize the model
...	Not used. Forces remaining arguments to be specified by name.
freeSet	names of matrices containing free variables
verbose	integer. Level of run-time diagnostic output. Set to zero to disable
fitfunction	the name of the deviance function
approach	what fit function to use to compare regularized models? Currently only EBIC is available
ebicGamma	what Gamma value to use for EBIC? Must be between 0 and 1

References

Jacobucci, R., Grimm, K. J., & McArdle, J. J. (2016). Regularized structural equation modeling. <i>Structural equation modeling: a multidisciplinary journal, 23</i>(4), 555-566.

OpenMx documentation built on Oct. 19, 2024, 9:06 a.m.