.smoothElasticNetHessian {lessSEM}R Documentation

.smoothElasticNetHessian

Description

smoothed version of non-differentiable elastic LASSO Hessian

Usage

.smoothElasticNetHessian(
  parameters,
  tuningParameters,
  penaltyFunctionArguments
)

Arguments

parameters

vector with labeled parameter values

tuningParameters

list with fields lambda (tuning parameter value), alpha (0<alpha<1. Controls the weight of ridge and lasso terms. alpha = 1 is lasso, alpha = 0 ridge)

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

Hessian matrix


[Package lessSEM version 1.5.5 Index]