R: mxPenaltyRidge

mxPenaltyRidge {OpenMx} | R Documentation

## mxPenaltyRidge

### Description

Ridge regression regularization

### Usage

    mxPenaltyRidge(
      what,
      name,
      lambda = 0,
      lambda.step = 0.01,
      lambda.max = 0.4,
      lambda.min = NA,
      epsilon = 1e-05,
      scale = 1,
      ...,
      hyperparams = c("lambda")
    )

### Arguments

`what` | A character vector of parameters to regularize
`name` | Name of the regularizer object
`lambda` | strength of the penalty to be applied at start (default 0)
`lambda.step` | lambda step during penalty search (default 0.01)
`lambda.max` | when to end the lambda search (default 0.4)
`lambda.min` | minimum lambda value (default lambda)
`epsilon` | how close to zero is zero?
`scale` | a given parameter is divided by `scale` before comparison with `epsilon`
`...` | Not used. Forces remaining arguments to be specified by name
`hyperparams` | a character vector of hyperparameter names

[Package OpenMx version 2.20.6 Index]