Re: [R] Elastic net in R (enet package)

It estimates the model for every value of the L1 parameter. See ?predict.enet. When you predict, you have to specify the other parameter (which you can do a variety of ways). Max On Tue, Aug 25, 2009 at 8:54 AM, Alex Roy wrote: > Dear R users, >                        I am using "enet" package in

[R] Elastic net in R (enet package)

Dear R users, I am using "enet" 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. But while running the analysis, I realised tht, I optimised only one lambda. ( eve