Returns the elastic net penalty value without the lambda factor.
pen_function(coefficients, alpha = 1, vp = 1)The model's coefficients (excluding intercept).
The elasticnet mixing parameter, with \(0 \le \alpha \le 1\).
Penalty factors for each of the coefficients.
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.