.smoothAdaptiveLASSOValue {lessSEM} | R Documentation |
.smoothAdaptiveLASSOValue
Description
smoothed version of non-differentiable adaptive LASSO penalty
Usage
.smoothAdaptiveLASSOValue(
parameters,
tuningParameters,
penaltyFunctionArguments
)
Arguments
parameters |
vector with labeled parameter values |
tuningParameters |
list with fields lambdas (vector with one tuning parameter value for each parameter) |
penaltyFunctionArguments |
list with fields regularizedParameterLabels (labels of regularized parameters), and eps (controls the smooth approximation of non-differential penalty functions (e.g., lasso, adaptive lasso, or elastic net). Smaller values result in closer approximation, but may also cause larger issues in optimization.) |
Value
penalty function value
[Package lessSEM version 1.5.5 Index]