dot-smoothAdaptiveLASSOHessian: .smoothAdaptiveLASSOHessian

In lessSEM: Non-Smooth Regularization for Structural Equation Models

.smoothAdaptiveLASSOHessian

Description

smoothed version of non-differentiable adaptive LASSO Hessian

Usage

.smoothAdaptiveLASSOHessian(
  parameters,
  tuningParameters,
  penaltyFunctionArguments
)

Arguments

parameters	vector with labeled parameter values
tuningParameters	list with fields lambdas (vector with one tuning parameter value for each parameter)
penaltyFunctionArguments	list with fields regularizedParameterLabels (labels of regularized parameters), and eps (controls the smooth approximation of non-differential penalty functions (e.g., lasso, adaptive lasso, or elastic net). Smaller values result in closer approximation, but may also cause larger issues in optimization.)

Value

Hessian matrix

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