plot.cv.MLGL: Plot the cross-validation obtained from 'cv.MLGL' function

In MLGL: Multi-Layer Group-Lasso

Plot the cross-validation obtained from cv.MLGL function

Description

Plot the cross-validation obtained from cv.MLGL function

Usage

## S3 method for class 'cv.MLGL'
plot(x, log.lambda = FALSE, ...)

Arguments

x	cv.MLGL object
log.lambda	If TRUE, use log(lambda) instead of lambda in abscissa
...	Other parameters for plot function

See Also

cv.MLGL

Examples

set.seed(42)
# Simulate gaussian data with block-diagonal variance matrix containing 12 blocks of size 5
X <- simuBlockGaussian(50, 12, 5, 0.7)
# Generate a response variable
y <- X[, c(2, 7, 12)] %*% c(2, 2, -2) + rnorm(50, 0, 0.5)
# Apply cv.MLGL method
res <- cv.MLGL(X, y)
# Plot the cv error curve
plot(res)

MLGL documentation built on March 31, 2023, 9:32 p.m.