Last data update: 2014.03.03
|
R: plot the cross-validation curve produced by cv.glmnet
plot.cv.glmnet | R Documentation |
plot the cross-validation curve produced by cv.glmnet
Description
Plots the cross-validation curve, and upper and lower standard deviation
curves, as a function of the lambda values used.
Usage
## S3 method for class 'cv.glmnet'
plot(x, sign.lambda, ...)
Arguments
x |
fitted "cv.glmnet" object
|
sign.lambda |
Either plot against log(lambda) (default) or
its negative if sign.lambda=-1 .
|
... |
Other graphical parameters to plot
|
Details
A plot is produced, and nothing is returned.
Author(s)
Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Trevor Hastie <hastie@stanford.edu>
References
Friedman, J., Hastie, T. and Tibshirani, R. (2008)
Regularization Paths for Generalized Linear Models via Coordinate
Descent
See Also
glmnet and cv.glmnet .
Examples
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)
Results
|