Dear R users, I am using "Glmnet" package in R for applying "elastic net" method. In elastic net, two penalities are applied one is lambda1 for LASSO and lambda2 for ridge ( zou, 2005) penalty. How can I write the code to pre-chose the lambda1 for LASSO and lambda2 for ridge without using cross-validation Thanks in advance
Tayo [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.