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
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