obj_function {multiview}

Elastic net objective function value

Description

Returns the elastic net objective function value.

Usage

obj_function(
  y,
  mu,
  weights,
  family,
  lambda,
  alpha,
  coefficients,
  vp,
  view_components,
  rho
)

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.

view_components

a list of lists containing indices of coefficients and associated covariate (view) pairs

rho

the fusion parameter