Plots the cross-validation curve from a "cv.biglasso" object

Plot the cross-validation curve from a cv.biglasso() object, along with standard error bars.

Usage

# S3 method for class 'cv.biglasso'
plot(
  x,
  log.l = TRUE,
  type = c("cve", "rsq", "scale", "snr", "pred", "all"),
  selected = TRUE,
  vertical.line = TRUE,
  col = "red",
  ...
)

Arguments

x

A "cv.biglasso" object.

log.l

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

type

What to plot on the vertical axis. cve plots the cross-validation error (deviance); rsq plots an estimate of the fraction of the deviance explained by the model (R-squared); snr plots an estimate of the signal-to-noise ratio; scale plots, for family="gaussian", an estimate of the scale parameter (standard deviation); pred plots, for family="binomial", the estimated prediction error; all produces all of the above.

selected

If TRUE (the default), places an axis on top of the plot denoting the number of variables in the model (i.e., that have a nonzero regression coefficient) at that value of lambda.

vertical.line

If TRUE (the default), draws a vertical line at the value where cross-validaton error is minimized.

col

Controls the color of the dots (CV estimates).

...

Other graphical parameters to plot

Value

Invisibly returns NULL. Called for its side effect of producing a plot.

Details

Error bars representing approximate 68\ estimates at value of lambda. For rsq and snr, these confidence intervals are quite crude, especially near.

See also

biglasso(), cv.biglasso()