Plot coefficients from a ncvreg object

Source: R/plot-ncvreg.R

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

# 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 features 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()

References

Breheny P and Huang J. (2011) Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection. Annals of Applied Statistics, 5: 232-253. doi:10.1214/10-AOAS388

See also

ncvreg()

Author

Patrick Breheny

Examples

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