Implementing custom neural network perfomance function

I wish to train a neural network minimizing the following performance function

I went to check and MATLAB does not have anything similar built-in. I read somewhere that performance functions are implemented in the folder "/Applications/MATLAB_R2015b.app/toolbox/nnet/nnet/nnperformance". I have been looking at the code of the several functions implemented, but it is not clear to me how I should modify them to perform this calculation. What do each of the functions (apply, backprop, dperf_dwb, etc.) do?