ncvreg (version 3.14.1)

plot.ncvreg: Plot coefficients from a ncvreg object

Description

Produces a plot of the coefficient paths for a fitted ncvreg object.

Usage

# S3 method for ncvreg
plot(x, alpha = 1, log.l = FALSE, shade = TRUE, col, ...)

Arguments

x

Fitted "ncvreg" model.

alpha

Controls alpha-blending, helpful when the number of covariates is large. Default is alpha=1.

log.l

Should horizontal axis be on the log scale? Default is FALSE.

shade

Should nonconvex region be shaded? Default is TRUE.

col

Vector of colors for coefficient lines. By default, evenly spaced colors are selected automatically.

...

Other graphical parameters to plot

Author

Patrick Breheny

References

Breheny P and Huang J. (2011) Coordinate descentalgorithms for nonconvex penalized regression, with applications to biological feature selection. Annals of Applied Statistics, 5: 232-253. c("\Sexpr[results=rd]tools:::Rd_expr_doi(\"#1\")", "10.1214/10-AOAS388")tools:::Rd_expr_doi("10.1214/10-AOAS388")

See Also

ncvreg

Examples

Run this code
data(Prostate)
fit <- ncvreg(Prostate$X, Prostate$y)
plot(fit)
plot(fit, col="black")
plot(fit, log=TRUE)
fit <- ncvreg(Prostate$X, Prostate$y, penalty.factor=rep(c(1, 1, 1, Inf), 2))
plot(fit, col=c('red', 'black', 'green'))  # Recycled among nonzero paths

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