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 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 .coefficients
: The model's coefficients.vp
: Penalty factors for each of the coefficients.