obj_function {multiview}R Documentation

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 0α10 \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


[Package multiview version 0.8 Index]