Plot the path trajectories for the solutions computed by the implemented methods.
the object return from function
The function plots the trajectories of solutions, with x-axis being the grids of lambda, and y-axis being the coefficients profile.
Dingfeng Jiang, Jian Huang. Majorization Minimization by Coordinate Descent for Concave Penalized Generalized Linear Models.
Zou, H., Li, R. (2008). One-step Sparse Estimates in Nonconcave Penalized Likelihood Models. Ann Stat, 364: 1509-1533.
Breheny, P., Huang, J. (2011). Coordinate Descent Algorithms for Nonconvex Penalized Regression, with Application to Biological Feature Selection. Ann Appl Stat, 5(1), 232-253.
Jiang, D., Huang, J., Zhang, Y. (2011). The Cross-validated AUC for MCP-Logistic Regression with High-dimensional Data. Stat Methods Med Res, online first, Nov 28, 2011.
1 2 3 4 5 6 7 8 9 10 11 12