plot.cv.biglasso: Plots the cross-validation curve from a "cv.biglasso" object

Description

Plot the cross-validation curve from a cv.biglasso object, along with standard error bars.

Usage

# S3 method for cv.biglasso
plot(
  x,
  log.l = TRUE,
  type = c("cve", "rsq", "scale", "snr", "pred", "all"),
  selected = TRUE,
  vertical.line = TRUE,
  col = "red",
  ...
)

Arguments

x: A "cv.biglasso" object.
log.l: Should horizontal axis be on the log scale? Default is TRUE.
type: What to plot on the vertical axis. cve plots the cross-validation error (deviance); rsq plots an estimate of the fraction of the deviance explained by the model (R-squared); snr plots an estimate of the signal-to-noise ratio; scale plots, for family="gaussian", an estimate of the scale parameter (standard deviation); pred plots, for family="binomial", the estimated prediction error; all produces all of the above.
selected: If TRUE (the default), places an axis on top of the plot denoting the number of variables in the model (i.e., that have a nonzero regression coefficient) at that value of lambda.
vertical.line: If TRUE (the default), draws a vertical line at the value where cross-validaton error is minimized.
col: Controls the color of the dots (CV estimates).
...: Other graphical parameters to plot

Author

Yaohui Zeng and Patrick Breheny

Maintainer: Yaohui Zeng <yaohui.zeng@gmail.com>

Details

Error bars representing approximate 68% confidence intervals are plotted along with the estimates at value of lambda. For rsq and snr, these confidence intervals are quite crude, especially near.

Examples

Run this code


## See examples in "cv.biglasso"