dot-computeInitialHessian: .computeInitialHessian

In lessSEM: Non-Smooth Regularization for Structural Equation Models

.computeInitialHessian

Description

computes the initial Hessian used in the optimization. Because we use the parameter estimates from lavaan as starting values, it typcially makes sense to just use the Hessian of the lavaan model as initial Hessian

Usage

.computeInitialHessian(
  initialHessian,
  rawParameters,
  lavaanModel,
  SEM,
  addMeans,
  stepSize,
  notes = NULL
)

Arguments

initialHessian	option to provide an initial Hessian to the optimizer. Must have row and column names corresponding to the parameter labels. use getLavaanParameters(lavaanModel) to see those labels. If set to "scoreBased", the outer product of the scores will be used as an approximation (see https://en.wikipedia.org/wiki/Berndt%E2%80%93Hall%E2%80%93Hall%E2%80%93Hausman_algorithm). If set to "compute", the initial hessian will be computed. If set to a single value, a diagonal matrix with the single value along the diagonal will be used. The default is "lavaan" which extracts the Hessian from the lavaanModel. This Hessian will typically deviate from that of the internal SEM represenation of lessSEM (due to the transformation of the variances), but works quite well in practice.
rawParameters	vector with raw parameters
lavaanModel	lavaan model object
SEM	internal SEM representation
addMeans	should a mean structure be added to the model?
stepSize	initial step size
notes	option to pass a notes to function. All notes of the current function will be added

Value

Hessian matrix and notes

lessSEM documentation built on May 29, 2024, 7:10 a.m.