pen_function {glmnet} | R Documentation |
Returns the elastic net penalty value without the lambda
factor.
pen_function(coefficients, alpha = 1, vp = 1)
coefficients |
The model's coefficients (excluding intercept). |
alpha |
The elasticnet mixing parameter, with |
vp |
Penalty factors for each of the coefficients. |
The penalty is defined as
(1-\alpha)/2 \sum vp_j \beta_j^2 + \alpha \sum vp_j |\beta|.
Note the omission of the multiplicative lambda
factor.