dot-gpGetMaxLambda: .gpGetMaxLambda

.gpGetMaxLambdaR Documentation

.gpGetMaxLambda

Description

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

Usage

.gpGetMaxLambda(
  regularizedModel,
  par,
  fitFunction,
  gradientFunction,
  userSuppliedArguments,
  weights
)

Arguments

regularizedModel

Model combining likelihood and lasso type penalty

par

labeled vector with starting values

fitFunction

R fit function

gradientFunction

R gradient functions

userSuppliedArguments

list with arguments for fitFunction and gradientFunction

weights

weights given to each parameter in the penalty function

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.