R: Elastic net penalty value

pen_function {glmnet}

R Documentation

Elastic net penalty value

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 `0 \le \alpha \le 1`.
`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.

[Package glmnet version 4.1-8 Index]