[R] Elastic net in R (enet package)

Max Kuhn mxkuhn at gmail.com
Tue Aug 25 21:47:36 CEST 2009

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).


On Tue, Aug 25, 2009 at 8:54 AM, Alex Roy<alexroy2008 at gmail.com> wrote:
> 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. ( even when I
> looked at the example in R, they used only one penality)  So, I am wandering
> which penalty they are referring to? Is it a combination of penalties or one
> of them. I read the paper of zou and hastie but still in doubt.
> Thanks in advance
> Alex
>        [[alternative HTML version deleted]]
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