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

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)

Documentation reproduced from package glmnet, version 1.1-5, License: GPL-2

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