extlasso (version 0.3)

plot.extlasso: Plot of regularization path

Description

Produces a plot of entire regularization path from a 'extlasso' object obtained using `extlasso' function.

Usage

# S3 method for extlasso
plot(x,xvar=c("lambda","L1norm","fraction of norm"),...)

Arguments

x

A `extlasso' object obtained using `extlasso' function.

xvar

What should be on x-axis? xvar="lambda" produces a plot of regularization path with respect to lambda, xvar="L1norm" produces a plot of regularization path with respect to L1 norm of coefficients and xvar="fraction of norm" produces a plot of regularization path with respect to fraction of norm of coefficients. Default is xvar="L1norm".

...

Optional graphical parameters to matplot() function

Value

A plot of regularization path is produced.

References

Mandal, B.N. and Jun Ma, (2014). A Jacobi-Armijo Algorithm for LASSO and its Extensions.

Examples

# NOT RUN {
x=matrix(rnorm(100*30),100,30)
y=rnorm(100)
g1=extlasso(x,y,family="normal")
plot(g1)
plot(g1,xvar="lambda")
x=matrix(rnorm(100*30),100,30)
y=sample(c(0,1),100,replace=TRUE)
g1=extlasso(x,y,family="binomial")
plot(g1)
plot(g1,xvar="lambda")
# }