set.seed(1010)
n=1000;p=100
nzc=trunc(p/10)
x=matrix(rnorm(n*p),n,p)
beta=rnorm(nzc)
fx= (x[,seq(nzc)] %*% beta)
eps=rnorm(n)*5
y=drop(fx+eps)
px=exp(fx)
px=px/(1+px)
ly=rbinom(n=length(px),prob=px,size=1)
cvob1=cv.glmnet(x,y)
plot(cvob1)
title("Gaussian Family",line=2.5)
frame()
set.seed(1011)
par(mfrow=c(2,2),mar=c(4.5,4.5,4,1))
cvob2=cv.glmnet(x,ly,family="binomial")
plot(cvob2)
title("Binomial Family",line=2.5)
set.seed(1011)
cvob3=cv.glmnet(x,ly,family="binomial",type="class")
plot(cvob3)
title("Binomial Family",line=2.5)
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