pen_function function

Elastic net penalty value

Returns the elastic net penalty value without the lambda factor.

pen_function(coefficients, alpha = 1, vp = 1)

Arguments

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

Details

The penalty is defined as

Note the omission of the multiplicative lambda factor.