R help - Aug 2009 - 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. ( 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]]

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<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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>


-- 

Max