Elastic net objective function value

Returns the elastic net objective function value.

obj_function(y, mu, weights, family, lambda, alpha, coefficients, vp)

Arguments

y

Quantitative response variable.

mu

Model's predictions for y.

weights

Observation weights.

family

A description of the error distribution and link function to be used in the model. This is the result of a call to a family function.

lambda

A single value for the lambda hyperparameter.

alpha

The elasticnet mixing parameter, with \(0 \le \alpha \le 1\).

coefficients

The model's coefficients (excluding intercept).

vp

Penalty factors for each of the coefficients.