Elastic net penalty value
Returns the elastic net penalty value without the lambda factor.
pen_function(coefficients, alpha = 1, vp = 1)
coefficients |
The model's coefficients (excluding intercept). |
alpha |
The elasticnet mixing parameter, with 0 ≤ α ≤ 1. |
vp |
Penalty factors for each of the coefficients. |
The penalty is defined as
(1-α)/2 ∑ vp_j β_j^2 + α ∑ vp_j |β|.
Note the omission of the multiplicative lambda factor.
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