Add penalty term to log-likelihood

Transforms a log-likelihood by subtracting a penalty term. Useful for regularized estimation (e.g., LASSO, Ridge regression).

Usage

with_penalty(loglike, penalty, lambda = 1)

Arguments

loglike

Base log-likelihood function

penalty

Penalty function taking theta and returning numeric

lambda

Penalty weight (non-negative numeric, default: 1.0)

Value

Transformed log-likelihood function

Examples

if (FALSE) { # \dontrun{
# Regression with L2 penalty (Ridge)
loglike <- function(theta) {
  # ... likelihood calculation ...
}

# Add L2 penalty
loglike_penalized <- with_penalty(
  loglike,
  penalty = penalty_l2(),
  lambda = 0.1
)

# Combine with stochastic subsampling
loglike_final <- loglike %>%
  with_subsampling(data, 100) %>%
  with_penalty(penalty_l1(), lambda = 0.01)
} # }