Fits structural equation modeling via penalized likelihood.

Fits semi-confirmatory structural equation modeling (SEM) via penalized likelihood (PL) or penalized least squares (PLS). For details, please see Huang (2020) <doi:10.18637/jss.v093.i07>.

When the values of the outcome variable Y are either 0 or 1,
      the function lsm() calculates the estimation of the log likelihood 
      in the saturated model. 
      This model is characterized by Llinas (2006, ISSN:2389-8976) in section 2.3 
      through the assumptions 1 and 2. 
      The function LogLik() works (almost perfectly) when the number of independent
      variables K is high, but for small K it calculates wrong values in some cases.
      For this reason, when Y is dichotomous and the data are grouped in J populations,
      it is recommended to use the function lsm() because it works very well for all K.

Obtain least-squares means for linear, generalized linear, 
    and mixed models. Compute contrasts or linear functions of 
    least-squares means, and comparisons of slopes. 
    Plots and compact letter displays. Least-squares means were proposed in
    Harvey, W (1960) "Least-squares analysis of data with unequal subclass numbers",
    Tech Report ARS-20-8, USDA National Agricultural Library, and discussed
    further in Searle, Speed, and Milliken (1980) "Population marginal means 
    in the linear model: An alternative to least squares means", 
    The American Statistician 34(4), 216-221 <doi:10.1080/00031305.1980.10483031>.
    NOTE: lsmeans now relies primarily on code in the 'emmeans' package.
    'lsmeans' will be archived in the near future.

The package compiles functions for calculating prices of American put options with Least Squares Monte Carlo method. The option types are plain vanilla American put, Asian American put, and Quanto American put. The pricing algorithms include variance reduction techniques such as Antithetic Variates and Control Variates. Additional functions are given to derive "price surfaces" at different volatilities and strikes, create 3-D plots, quickly generate Geometric Brownian motion, and calculate prices of European options with Black & Scholes analytical solution.