rcpp_fit_fun: Calculates the objective function values.

In regsem: Regularized Structural Equation Modeling

Calculates the objective function values.

Description

Calculates the objective function values.

Usage

rcpp_fit_fun(
  ImpCov,
  SampCov,
  type2,
  lambda,
  gamma,
  pen_vec,
  pen_diff,
  e_alpha,
  rlasso_pen,
  pen_vec1,
  pen_vec2,
  dual_pen1,
  dual_pen2
)

Arguments

ImpCov	expected covariance matrix.
SampCov	Sample covariance matrix.
type2	penalty type.
lambda	penalty value.
gamma	additional penalty for mcp and scad
pen_vec	vector of penalized parameters.
pen_diff	Vector of values to take deviation from.
e_alpha	Alpha for elastic net
rlasso_pen	Alpha for rlasso2
pen_vec1	vector of penalized parameters for lasso penalty.
pen_vec2	vector of penalized parameters for ridge penalty.
dual_pen1	vector of penalized parameters for lasso penalty.
dual_pen2	vector of penalized parameters for ridge penalty.

regsem documentation built on June 7, 2023, 5:58 p.m.