obj_function {glmnet} | R Documentation |
Returns the elastic net objective function value.
obj_function(y, mu, weights, family, lambda, alpha, coefficients, vp)
y |
Quantitative response variable. |
mu |
Model's predictions for |
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 |
alpha |
The elasticnet mixing parameter, with |
coefficients |
The model's coefficients (excluding intercept). |
vp |
Penalty factors for each of the coefficients. |