obj_function function

Elastic net objective function value

Returns the elastic net objective function value.

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 $0 \le \alpha \le 1$.
• coefficients: The model's coefficients (excluding intercept).
• vp: Penalty factors for each of the coefficients.