Check multiplication with N

[jhorzek]

lambda is internally multiplied with sample size N:

lessSEM/src/elasticNet.cpp

Line 167 in 45e8877

tp.lambda = lambda_*N;

. Check if this affects the penalty in multi-group models, when the regularized parameter is only present in one of the subgroups.

[jhorzek]

Currently, all penalties are scaled with the overall sample size. In multi-group models this is the number of subjects in all groups combined. The problem is that it is not always easy to find out if a parameter is group specific or not (e.g., when transformations are used that redefine some seemingly group specific parameters as multi group parameters). For the time being, this issue remains open until a good solution can be found.