dot-smoothElasticNetHessian: .smoothElasticNetHessian

In lessSEM: Non-Smooth Regularization for Structural Equation Models

.smoothElasticNetHessian

Description

smoothed version of non-differentiable elastic LASSO Hessian

Usage

.smoothElasticNetHessian(
  parameters,
  tuningParameters,
  penaltyFunctionArguments
)

Arguments

parameters	vector with labeled parameter values
tuningParameters	list with fields lambda (tuning parameter value), alpha (0<alpha<1. Controls the weight of ridge and lasso terms. alpha = 1 is lasso, alpha = 0 ridge)
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.