Question: 3. What is the difference between the coordinate descent algorithm for the Elastic- Net and the one for the Lasso estimator? The Elastic-Net procedure is
3. What is the difference between the coordinate descent algorithm for the Elastic-
Net and the one for the Lasso estimator?
The Elastic-Net procedure is implemented in the R package glmnet available at
http://cran.r-project.org/web/packages/glmnet/.
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