plot.cv.l2.reg: Cross validation plot

In CDLasso: Coordinate Descent Algorithms for Lasso Penalized L1, L2, and Logistic Regression

Description

Plot cross validation results across lambdas for greedy coordinate descent for L2 regression

Usage

## S3 method for class 'cv.l2.reg'
plot(x, ...)

Arguments

x	Output of cv.l2.reg. Must be of class "cv.l2.reg"
...	N/A

Details

plot.cv.l2.reg plots the prediction error of k fold cross validation across lambda values.

Author(s)

Edward Grant, Kenneth Lange, Tong Tong Wu

Maintainer: Edward Grant [e-mail]

References

Wu, T.T. and Lange, K. (2008). Coordinate Descent Algorithms for Lasso Penalized Regression. Annals of Applied Statistics, Volume 2, No 1, 224-244.

See Also

cv.l2.reg

l2.reg

Examples

set.seed(100)
n=50 
p=200
nzfixed = c(1:5)
true.beta<-rep(0,p)
true.beta[nzfixed] = c(1,1,1,1,1)

x=matrix(rnorm(n*p),p,n)
y = t(x) %*% true.beta

rownames(x)<-1:nrow(x)
colnames(x)<-1:ncol(x)

crossval2<-cv.l2.reg(x,y,10,exp((1:15))/1000)
plot(crossval2)
out2<-l2.reg(x,y,crossval2$lam.opt)

Example output

CDLasso documentation built on May 1, 2019, 8:02 p.m.