dot-getMaxLambda_C: .getMaxLambda_C

In lessSEM: Non-Smooth Regularization for Structural Equation Models

.getMaxLambda_C

Description

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

Usage

.getMaxLambda_C(
  regularizedModel,
  SEM,
  rawParameters,
  weights,
  N,
  approx = FALSE
)

Arguments

regularizedModel	Model combining likelihood and lasso type penalty
SEM	model of class Rcpp_SEMCpp
rawParameters	labeled vector with starting values
weights	weights given to each parameter in the penalty function
N	sample size
approx	When set to TRUE, .Machine$double.xmax^(.01) is used instead of .Machine$double.xmax^(.05)

Value

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

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