A plot of PRESS +/- 1 standard error against Lasso and Group
Lasso tuning parameters, with the vertical dotted black line
indicating the lowest PRESS+1SE. Note that on the x axis
(abscissa) are Lasso tuning parameter values. The Group Lasso
tuning parameter values are shown on the top of the graph,
and the values shown are index numbers:
G1, for example, indicates the first value in the
GLassoSequence.
In case both the Lasso sequence and the Group Lasso sequence
contain more than 2 elements, there will be an extra plot,
which is the number of non-zero component loadings against
Lasso and Group Lasso tuning parameters. In this case
plot is a list of two plots. To find their corresponding
values, please make use of Lasso_values and
Glasso_values. The vertical red dashed lines indicate
a proper region for Lasso tuning parameters
given a certain Group Lasso tuning parameter. When there is
only one vertical red dashed line, a proper region for Lasso
tuning parameters is not available: the red dashed line indicates
the Lasso tuning parameter leading to the PRESS that is
closest to the smallest PRESS+1SE.