R: Elastic net penalty value

pen_function {glmnet} | R Documentation

## 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 ≤ α ≤ 1.
`vp` | Penalty factors for each of the coefficients.

### Details

The penalty is defined as

(1-α)/2 ∑ vp_j β_j^2 + α ∑ vp_j |β|.

Note the omission of the multiplicative `lambda` factor.

[Package glmnet version 4.1 Index]