Description Usage Arguments Details Value
View source: R/mxPenaltySearch.R
Perform a grid search over a space of regularization penalties. This happens in the front-end, returning to R at each cycle. Currently only guaranteed to work for single-parameter models. Expect many changes in the interface while this is developed further. **WARNING: Dangerously assumes that fitfunction is the -2 log likelihood**
1 2 3 4 5 6 7 8 9 10 | mxPenaltySearchExternal(
model,
search_space = NULL,
epsilon = 1e-06,
...,
approach = "EBIC",
ebicGamma = 0.5,
returnConstrained = FALSE,
verbose = interactive()
)
|
model |
an MxRegularizedModel object to regularize |
epsilon |
how close to zero is zero? |
... |
the search space for this sequence in format *param=c(...)* where c(...) is the list of possible values for parameter param. |
approach |
what fit function to use? Currently only EBIC is available |
ebicGamma |
what Gamma value to use for EBIC? Must be between 0 and 1 |
returnConstrained |
fix all regularized-to-zero values to zero, and rerun fit without regularization |
The EBIC computation uses the computation from the previous regsem. It is not clear why this is the case.
TODO: Figure out how to return all the individual runs.
A regularized MxModel; at this point an MxRegularizedModel
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