cox_obj_function: Elastic net objective function value for Cox regression model
In glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

cox_obj_function

R Documentation

Elastic net objective function value for Cox regression model

Returns the elastic net objective function value for Cox regression model.

cox_obj_function(y, pred, weights, lambda, alpha, coefficients, vp)

`y`	Survival response variable, must be a `Surv` or `stratifySurv` object.
`pred`	Model's predictions for `y`.
`weights`	Observation weights.
`lambda`	A single value for the `lambda` hyperparameter.
`alpha`	The elasticnet mixing parameter, with `0 \le \alpha \le 1`.
`coefficients`	The model's coefficients.
`vp`	Penalty factors for each of the coefficients.