regularizeMxModel: Regularize an MxModel

In trbrick/mxregsem: Regularization of models in OpenMx

Description

Create a regularized container object that encloses an unregularized mxModel. This was the first trial; you should now just create MxModels using MxModel.

Usage

regularizeMxModel(
  model,
  reg_params = NULL,
  penalty_value = 50,
  penalty_function = "lasso"
)

Arguments

model	the original mxmodel to regularize
reg_params	the list of parameters or algebra cells regularized by this object. The default (NULL) regularizes on all free parameters in the model.
penalty_function	the type of function to eb used for regularization. Currently supports "lasso" or "ridge"
...	arguments to the penalty function, usually 'lambda=' (for lasso or ridge) and 'alpha=' (for elastic net)

Value

A regularized MxModel; at this point a wrapper model with regularization enclosed

trbrick/mxregsem documentation built on Nov. 18, 2020, 7:30 p.m.