istaCappedL1mgSEM | R Documentation |
Object for elastic net optimization with ista optimizer
a list with fit results
new
creates a new object. Requires (1) a vector with weights for each parameter and (2) a list with control elements
optimize
optimize the model. Expects a vector with starting values, a SEM of type SEM_Cpp, a theta value, a lambda and an alpha value (alpha must be 1).
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