R: Regularize parameter estimates

mxComputePenaltySearch {OpenMx} | R Documentation

## Regularize parameter estimates

### Description

Add a penalty to push some subset of the parameter estimates toward zero.

### Usage

    mxComputePenaltySearch(
      plan,
      ...,
      freeSet = NA_character_,
      verbose = 0L,
      fitfunction = "fitfunction",
      approach = "EBIC",
      ebicGamma = 0.5
    )

### Arguments

`plan` | compute plan to optimize the model
`...` | Not used. Forces remaining arguments to be specified by name.
`freeSet` | names of matrices containing free variables
`verbose` | integer. Level of run-time diagnostic output. Set to zero to disable
`fitfunction` | the name of the deviance function
`approach` | what fit function to use to compare regularized models? Currently only EBIC is available
`ebicGamma` | what Gamma value to use for EBIC? Must be between 0 and 1

### References

Jacobucci, R., Grimm, K. J., & McArdle, J. J. (2016). Regularized structural equation modeling. <i>Structural equation modeling: a multidisciplinary journal, 23</i>(4), 555-566.

[Package OpenMx version 2.20.6 Index]