A plot of PRESS +/- 1 standard error against Lasso OR Group
Lasso tuning parameters, with the vertical dotted black line
indicating the lowest PRESS+1SE.
Usage
# S3 method for CVsparseSCA
plot(x, ...)
Arguments
x
A object for plot.
...
Argument to be passed to or from other methods.
Details
In case both the Lasso sequence and the Group Lasso sequence
contain more than 2 elements, the cross-validation plot is replaced with
a heatmap of mean squared prediction errors (MSPE) against Lasso and Group
Lasso tuning parameters (x-axis: the Group Lasso; y-axis: the Lasso)