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obj_function

Elastic net objective function value


Description

Returns the elastic net objective function value.

Usage

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 ≤ α ≤ 1.

coefficients

The model's coefficients (excluding intercept).

vp

Penalty factors for each of the coefficients.


glmnet

Lasso and Elastic-Net Regularized Generalized Linear Models

v4.1-1
GPL-2
Authors
Jerome Friedman [aut], Trevor Hastie [aut, cre], Rob Tibshirani [aut], Balasubramanian Narasimhan [aut], Kenneth Tay [aut], Noah Simon [aut], Junyang Qian [ctb]
Initial release
2021-02-17

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