plot.glmnet
From glmnet v1.1-5
by Trevor Hastie
plot coefficients from a "glmnet" object
Produces a coefficient profile plot of the coefficient paths for a
fitted "glmnet"
object.
- Keywords
- models, regression
Usage
## S3 method for class 'glmnet':
plot(x, xvar = c("norm", "lambda", "dev"), label = FALSE, ...)
Arguments
- x
- fitted
"glmnet"
model - xvar
- What is on the X-axis.
"norm"
plots against the L1-norm of the coefficients,"lambda"
against the log-lambda sequence, and"dev"
against the percent deviance explained. - label
- If
TRUE
, label the curves with variable sequence numbers. - ...
- Other graphical parameters to plot
Details
A coefficient profile plot is produced. If x
is a multinomial
model, a coefficient plot is produced for each class.
References
Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent
See Also
glmnet
, and print
, predict
and coef
methods.
Examples
x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
g2=sample(1:2,100,replace=TRUE)
g4=sample(1:4,100,replace=TRUE)
fit1=glmnet(x,y)
plot(fit1)
plot(fit1,xvar="lambda",label=TRUE)
fit3=glmnet(x,g4,family="multinomial")
plot(fit3,type="s",pch=19)
Community examples
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