Elastic net objective function value — obj

Returns the elastic net objective function value.

Usage

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

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.