pen_function: Elastic net penalty value

In glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

Elastic net penalty value

Description

Returns the elastic net penalty value without the lambda factor.

Usage

pen_function(coefficients, alpha = 1, vp = 1)

Arguments

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.

Details

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.

glmnet documentation built on Aug. 22, 2023, 9:12 a.m.