istaMixedPenaltyGeneralPurposeCpp: mixed penalty optimization with ista

istaMixedPenaltyGeneralPurposeCppR Documentation

mixed penalty optimization with ista

Description

Object for elastic net optimization with ista optimizer

Value

a list with fit results

Fields

new

creates a new object. Requires (1) a vector with weights for each parameter, (2) a vector indicating which penalty is used, and (3) a list with control elements

optimize

optimize the model.


lessSEM documentation built on Aug. 26, 2025, 1:07 a.m.