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