cox_obj_function function

Elastic net objective function value for Cox regression model

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)

Arguments

  • y: Survival response variable, must be a Surv or stratifySurv object.
  • pred: Model's predictions for y.
  • weights: Observation weights.
  • lambda: A single value for the lambda hyperparameter.
  • alpha: The elasticnet mixing parameter, with 0α10 \le \alpha \le 1.
  • coefficients: The model's coefficients.
  • vp: Penalty factors for each of the coefficients.