Elastic net objective function value for Cox regression model
Returns the elastic net objective function value for Cox regression model.
cox_obj_function(y, pred, weights, lambda, alpha, coefficients, vp)
y |
Survival response variable, must be a |
pred |
Model's predictions for |
weights |
Observation weights. |
lambda |
A single value for the |
alpha |
The elasticnet mixing parameter, with 0 ≤ α ≤ 1. |
coefficients |
The model's coefficients. |
vp |
Penalty factors for each of the coefficients. |
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