Elastic net objective function value for Cox regression model

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

Usage

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

Arguments

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.