Plot coefficients from a ncvreg object

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

Usage

# S3 method for class '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

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