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
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